+554.2%
GLW vs MNST
+336.2%
+218.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +15.5% | -4.7% | +20.3% | +17.5% |
| 30D | -19.6% | +5.2% | -24.8% | -21.4% |
| 3M | -28.5% | -0.9% | -27.6% | -29.0% |
| 6M | -39.5% | +6.1% | -45.7% | -42.2% |
| YTD | +37.2% | +18.9% | +18.3% | +24.4% |
| 1Y | +35.4% | +29.3% | +6.1% | +18.2% |
| 3Y | +359.7% | +64.9% | +294.8% | +249.5% |
| 5Y | +244.0% | +98.0% | +146.0% | +132.2% |
| All | +554.2% | +336.2% | +218.0% | +245.3% |
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