+243.8%
GLW vs MNST
+101.0%
+142.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.4% | +9.3% |
| 7D | -5.9% | -5.0% | -0.9% | -5.1% |
| 30D | -26.0% | +4.6% | -30.6% | -26.8% |
| 3M | -29.9% | +1.0% | -30.9% | -30.4% |
| 6M | -37.8% | +5.8% | -43.5% | -39.4% |
| YTD | +33.1% | +19.1% | +14.1% | +24.9% |
| 1Y | +36.8% | +30.9% | +5.9% | +24.9% |
| 3Y | +356.1% | +65.7% | +290.4% | +282.5% |
| 5Y | +243.8% | +99.0% | +144.9% | +156.6% |
| All | +243.8% | +101.0% | +142.8% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling