+101.3%
MNST vs GPC
+3.6%
+97.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | +6.6% | -2.1% | +8.7% | +7.1% |
| 3M | -2.9% | -6.8% | +3.9% | -1.4% |
| 6M | +18.4% | +18.6% | -0.1% | +12.6% |
| YTD | +19.3% | +2.7% | +16.6% | +16.1% |
| 1Y | +37.9% | +1.8% | +36.1% | +34.4% |
| 3Y | +62.9% | +1.1% | +61.8% | +52.1% |
| All | +101.3% | +3.6% | +97.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling