+548,301.9%
MNST vs GAP
+2,258.2%
+546,043.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -6.5% | -4.5% | -2.0% | -6.0% |
| 30D | -7.2% | +9.0% | -16.3% | -8.2% |
| 3M | -1.0% | +5.0% | -6.0% | -1.7% |
| 6M | +11.5% | -17.8% | +29.3% | +13.0% |
| YTD | +14.3% | -10.4% | +24.7% | +14.7% |
| 1Y | +38.1% | -3.4% | +41.5% | +37.1% |
| 3Y | +55.0% | +111.5% | -56.5% | +36.0% |
| 5Y | +79.6% | +8.8% | +70.8% | +64.4% |
| 10Y | +241.8% | +32.9% | +208.9% | +183.7% |
| All | +548,301.9% | +2,258.2% | +546,043.7% | +460,556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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