+548,301.9%
MNST vs GD
+20,186.5%
+528,115.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -6.5% | -5.3% | -1.2% | -5.0% |
| 30D | -7.2% | -6.4% | -0.8% | -5.4% |
| 3M | -1.0% | +5.7% | -6.7% | -2.8% |
| 6M | +11.5% | -0.9% | +12.4% | +11.3% |
| YTD | +14.3% | +8.2% | +6.1% | +10.8% |
| 1Y | +38.1% | +13.4% | +24.7% | +31.8% |
| 3Y | +55.0% | +68.5% | -13.5% | +29.6% |
| 5Y | +79.6% | +97.2% | -17.5% | +42.6% |
| 10Y | +241.8% | +190.2% | +51.6% | +137.8% |
| All | +548,301.9% | +20,186.5% | +528,115.4% | +193,968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling