+248.7%
MNST vs GPN
+28.6%
+220.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -2.2% | -3.5% | +1.3% | -1.3% |
| 30D | -5.4% | +3.1% | -8.5% | -6.3% |
| 3M | -5.5% | +42.3% | -47.8% | -14.9% |
| 6M | +12.4% | +20.9% | -8.5% | +5.3% |
| YTD | +12.4% | +15.2% | -2.8% | +5.9% |
| 1Y | +37.2% | +5.4% | +31.7% | +32.2% |
| 3Y | +52.9% | -27.4% | +80.3% | +60.6% |
| 5Y | +79.7% | -44.2% | +123.9% | +101.2% |
| All | +248.7% | +28.6% | +220.1% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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