+231.3%
GM vs MNST
+241.5%
-10.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.1% |
| 7D | -1.1% | -3.6% | +2.5% | +0.4% |
| 30D | -4.6% | -6.3% | +1.7% | -2.2% |
| 3M | +0.2% | -5.0% | +5.2% | +2.0% |
| 6M | +12.6% | +13.1% | -0.5% | +6.1% |
| YTD | +3.7% | +11.8% | -8.1% | -2.1% |
| 1Y | +45.6% | +35.2% | +10.4% | +26.3% |
| 3Y | +162.0% | +52.0% | +110.0% | +110.7% |
| 5Y | +80.5% | +77.9% | +2.6% | +32.1% |
| 10Y | +231.3% | +248.4% | -17.1% | +96.0% |
| All | +231.3% | +241.5% | -10.1% | +96.0% |
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