+79.7%
MNST vs GNRC
-60.2%
+139.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -5.4% | -15.8% | +10.5% | -3.9% |
| 3M | -5.5% | -24.0% | +18.5% | -3.4% |
| 6M | +12.4% | -13.8% | +26.1% | +12.8% |
| YTD | +12.4% | +33.2% | -20.8% | +7.4% |
| 1Y | +37.2% | -1.8% | +39.0% | +34.9% |
| 3Y | +52.9% | +57.7% | -4.8% | +38.6% |
| 5Y | +79.7% | -59.7% | +139.4% | +81.9% |
| All | +79.7% | -60.2% | +139.9% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling