+271.4%
MNST vs GDDY
+368.0%
-96.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -3.6% | -8.1% | +4.6% | -2.1% |
| 30D | -6.3% | +2.3% | -8.6% | -6.9% |
| 3M | -5.0% | +14.7% | -19.7% | -8.3% |
| 6M | +13.1% | +2.1% | +11.1% | +11.1% |
| YTD | +11.8% | -24.6% | +36.3% | +16.0% |
| 1Y | +35.2% | -37.1% | +72.4% | +45.4% |
| 3Y | +52.0% | +25.5% | +26.5% | +37.0% |
| 5Y | +77.9% | +24.2% | +53.6% | +58.3% |
| 10Y | +248.4% | +191.6% | +56.8% | +170.9% |
| All | +271.4% | +368.0% | -96.6% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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