+313.1%
MNST vs GME
+520.4%
-207.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.2% |
| 7D | -5.0% | +5.8% | -10.7% | -5.0% |
| 30D | +4.6% | -3.7% | +8.2% | +4.6% |
| 3M | +1.0% | +33.6% | -32.5% | +0.7% |
| 6M | +5.8% | +5.4% | +0.4% | +5.7% |
| YTD | +19.1% | +27.4% | -8.4% | +18.7% |
| 1Y | +30.9% | +19.0% | +11.9% | +30.6% |
| 3Y | +65.7% | +101.5% | -35.8% | +62.5% |
| 5Y | +99.0% | -50.5% | +149.4% | +95.9% |
| 10Y | +313.1% | +493.3% | -180.3% | +229.7% |
| All | +313.1% | +520.4% | -207.4% | +229.7% |
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