+70.4%
MNST vs GPC
+2.3%
+68.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | +10.6% | -2.3% | +12.9% | +10.9% |
| 3M | +1.3% | -4.5% | +5.8% | +1.8% |
| 6M | +26.2% | +21.6% | +4.6% | +22.6% |
| YTD | +24.8% | +4.0% | +20.7% | +22.4% |
| 1Y | +40.9% | +3.5% | +37.4% | +38.2% |
| All | +70.4% | +2.3% | +68.1% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling