+240.2%
GM vs MNST
+2,087.6%
-1,847.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.3% |
| 7D | -1.4% | -3.4% | +2.0% | -0.4% |
| 30D | +6.4% | +6.6% | -0.2% | +4.5% |
| 3M | -0.7% | -2.9% | +2.2% | 0.0% |
| 6M | +9.9% | +18.4% | -8.5% | +4.3% |
| YTD | +6.7% | +19.3% | -12.6% | +0.9% |
| 1Y | +26.2% | +37.9% | -11.7% | +14.5% |
| 3Y | +205.0% | +62.9% | +142.1% | +159.9% |
| 5Y | +53.6% | +99.6% | -46.0% | +22.7% |
| 10Y | +233.4% | +305.7% | -72.3% | +125.8% |
| All | +240.2% | +2,087.6% | -1,847.4% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling