+168.3%
GM vs MNST
+52.7%
+115.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +0.4% | -4.1% | +4.5% | +1.1% |
| 30D | -1.8% | -4.5% | +2.7% | -1.1% |
| 3M | +2.6% | -2.5% | +5.1% | +3.0% |
| 6M | +14.6% | +14.1% | +0.4% | +11.8% |
| YTD | +6.2% | +12.6% | -6.4% | +3.9% |
| 1Y | +48.7% | +36.9% | +11.7% | +40.7% |
| 3Y | +168.3% | +53.1% | +115.2% | +146.9% |
| All | +168.3% | +52.7% | +115.7% | +146.9% |
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