+769.5%
GLW vs MNST
+241.8%
+527.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +3.8% | -6.5% | +10.3% | +6.5% |
| 30D | -1.3% | -7.2% | +5.9% | +1.0% |
| 3M | -21.8% | -1.0% | -20.8% | -22.5% |
| 6M | +6.9% | +11.5% | -4.6% | +0.4% |
| YTD | +77.2% | +14.3% | +62.8% | +64.2% |
| 1Y | +123.2% | +38.1% | +85.1% | +89.1% |
| 3Y | +400.0% | +55.0% | +345.0% | +293.2% |
| 5Y | +342.8% | +79.6% | +263.2% | +216.1% |
| All | +769.5% | +241.8% | +527.7% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling