+84.2%
MNST vs GPC
+30.9%
+53.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -6.5% | +1.2% | -7.7% | -6.8% |
| 30D | -7.2% | +6.0% | -13.2% | -8.6% |
| 3M | -1.0% | +42.6% | -43.6% | -10.0% |
| 6M | +11.5% | +22.8% | -11.3% | +5.2% |
| YTD | +14.3% | +15.5% | -1.1% | +8.3% |
| 1Y | +38.1% | +2.0% | +36.1% | +35.8% |
| 3Y | +55.0% | -1.4% | +56.4% | +49.9% |
| All | +84.2% | +30.9% | +53.2% | +46.6% |
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