+354.7%
MNST vs GPC
+74.9%
+279.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +5.1% | -6.3% | +11.4% | +7.1% |
| 3M | -0.5% | -8.2% | +7.7% | +2.0% |
| 6M | +8.1% | +27.1% | -19.0% | -0.8% |
| YTD | +21.2% | +3.1% | +18.1% | +17.3% |
| 1Y | +30.7% | +0.1% | +30.7% | +27.7% |
| 3Y | +67.3% | +0.2% | +67.1% | +58.0% |
| 5Y | +101.9% | +4.9% | +97.0% | +84.6% |
| All | +354.7% | +74.9% | +279.8% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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