+36.9%
MNST vs GME
-16.6%
+53.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -4.5% | -1.4% | -3.1% | -4.3% |
| 3M | -2.5% | -15.1% | +12.7% | -1.1% |
| 6M | +14.1% | -22.5% | +36.6% | +16.4% |
| YTD | +12.6% | -5.9% | +18.5% | +14.1% |
| 1Y | +36.9% | -18.6% | +55.6% | +38.5% |
| All | +36.9% | -16.6% | +53.6% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling