+354.7%
MNST vs GNRC
+372.1%
-17.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.0% | +2.1% |
| 7D | +1.6% | +7.9% | -6.3% | +0.4% |
| 30D | +5.1% | -3.7% | +8.7% | +5.2% |
| 3M | -0.5% | -11.9% | +11.5% | +0.5% |
| 6M | +8.1% | -28.6% | +36.8% | +11.9% |
| YTD | +21.2% | +39.9% | -18.7% | +10.7% |
| 1Y | +30.7% | +23.4% | +7.4% | +21.6% |
| 3Y | +67.3% | +84.2% | -16.9% | +38.6% |
| 5Y | +101.9% | -57.3% | +159.2% | +121.3% |
| All | +354.7% | +372.1% | -17.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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