+321.6%
MNST vs GD
+192.5%
+129.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.0% |
| 7D | +3.2% | -3.9% | +7.1% | +4.6% |
| 30D | +10.6% | +8.1% | +2.5% | +7.4% |
| 3M | +1.3% | -6.8% | +8.0% | +3.7% |
| 6M | +26.2% | +3.0% | +23.2% | +24.3% |
| YTD | +24.8% | +7.8% | +17.0% | +19.9% |
| 1Y | +40.9% | +5.8% | +35.1% | +36.3% |
| 3Y | +72.2% | +55.3% | +16.9% | +39.7% |
| 5Y | +108.8% | +96.7% | +12.1% | +50.3% |
| All | +321.6% | +192.5% | +129.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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