+84.2%
MNST vs GME
-62.8%
+147.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -6.5% | +7.2% | -13.7% | -6.7% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | -1.0% | -14.0% | +12.9% | -0.6% |
| 6M | +11.5% | -19.7% | +31.2% | +12.1% |
| YTD | +14.3% | -4.6% | +18.9% | +14.4% |
| 1Y | +38.1% | -14.3% | +52.5% | +38.5% |
| 3Y | +55.0% | +4.0% | +51.0% | +46.5% |
| All | +84.2% | -62.8% | +147.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling