+246.5%
GM vs MNST
+1,996.7%
-1,750.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.9% | -6.5% | +8.4% | +3.8% |
| 30D | -1.4% | -7.2% | +5.9% | +0.6% |
| 3M | +5.9% | -1.0% | +6.9% | +6.0% |
| 6M | +12.4% | +11.5% | +0.9% | +8.5% |
| YTD | +8.6% | +14.3% | -5.7% | +4.0% |
| 1Y | +52.6% | +38.1% | +14.5% | +38.1% |
| 3Y | +169.7% | +55.0% | +114.7% | +132.8% |
| 5Y | +87.5% | +79.6% | +7.9% | +54.0% |
| 10Y | +233.0% | +241.8% | -8.8% | +133.2% |
| All | +246.5% | +1,996.7% | -1,750.2% | +47.8% |
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