+248.4%
MNST vs GME
+255.4%
-7.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.8% |
| 7D | -3.6% | +4.8% | -8.4% | -3.6% |
| 30D | -6.3% | +5.9% | -12.1% | -6.3% |
| 3M | -5.0% | -10.7% | +5.8% | -4.9% |
| 6M | +13.1% | -19.8% | +32.9% | +13.4% |
| YTD | +11.8% | -0.9% | +12.7% | +11.7% |
| 1Y | +35.2% | -15.7% | +50.9% | +35.4% |
| 3Y | +52.0% | +12.3% | +39.7% | +49.9% |
| 5Y | +77.9% | -60.1% | +137.9% | +75.6% |
| 10Y | +248.4% | +265.3% | -16.9% | +182.8% |
| All | +248.4% | +255.4% | -7.0% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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