+493.9%
GLW vs MNST
+301.8%
+192.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.2% |
| 7D | -13.9% | -3.4% | -10.5% | -12.9% |
| 30D | -35.0% | +6.6% | -41.6% | -36.8% |
| 3M | -32.4% | -2.9% | -29.5% | -32.4% |
| 6M | -41.3% | +18.4% | -59.8% | -46.7% |
| YTD | +21.8% | +19.3% | +2.6% | +10.4% |
| 1Y | +21.8% | +37.9% | -16.0% | +3.3% |
| 3Y | +307.7% | +62.9% | +244.8% | +212.5% |
| 5Y | +213.7% | +99.6% | +114.1% | +111.5% |
| All | +493.9% | +301.8% | +192.1% | +215.8% |
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