+83.2%
MNST vs GEHC
+34.3%
+49.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -5.0% | +5.6% | -10.6% | -5.8% |
| 30D | +4.6% | +27.9% | -23.3% | +0.7% |
| 3M | +1.0% | +17.1% | -16.1% | -1.5% |
| 6M | +5.8% | +32.5% | -26.8% | +0.9% |
| YTD | +19.1% | +2.7% | +16.4% | +17.5% |
| 1Y | +30.9% | +15.3% | +15.6% | +26.8% |
| 3Y | +65.7% | +23.7% | +42.1% | +55.5% |
| All | +83.2% | +34.3% | +49.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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