+2,588.3%
MNST vs GNRC
+2,087.1%
+501.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | -6.5% | +1.9% | -8.4% | -6.8% |
| 30D | -7.2% | -13.8% | +6.6% | -5.2% |
| 3M | -1.0% | -32.6% | +31.6% | +4.6% |
| 6M | +11.5% | -15.2% | +26.7% | +12.7% |
| YTD | +14.3% | +37.4% | -23.1% | +6.0% |
| 1Y | +38.1% | +5.1% | +33.0% | +33.1% |
| 3Y | +55.0% | +57.5% | -2.5% | +34.6% |
| 5Y | +79.6% | -58.7% | +138.3% | +90.2% |
| 10Y | +241.8% | +395.5% | -153.7% | +113.0% |
| All | +2,588.3% | +2,087.1% | +501.2% | +1,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling