+410.2%
GLW vs MNST
+55.2%
+355.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.7% |
| 7D | +3.8% | -6.5% | +10.3% | +4.1% |
| 30D | -1.3% | -7.2% | +5.9% | -1.0% |
| 3M | -21.8% | -1.0% | -20.8% | -22.3% |
| 6M | +6.9% | +11.5% | -4.6% | +3.7% |
| YTD | +77.2% | +14.3% | +62.8% | +71.3% |
| 1Y | +123.2% | +38.1% | +85.1% | +110.3% |
| All | +410.2% | +55.2% | +355.0% | +365.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling