+101.3%
MNST vs GD
+94.5%
+6.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -3.4% | -5.0% | +1.6% | -2.3% |
| 30D | +6.6% | +8.9% | -2.3% | +4.4% |
| 3M | -2.9% | -8.0% | +5.2% | -1.1% |
| 6M | +18.4% | +2.9% | +15.5% | +17.3% |
| YTD | +19.3% | +7.1% | +12.2% | +16.3% |
| 1Y | +37.9% | +5.9% | +32.0% | +34.9% |
| 3Y | +62.9% | +53.9% | +9.0% | +38.7% |
| All | +101.3% | +94.5% | +6.8% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling