+354.7%
MNST vs GPN
+39.9%
+314.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +0.8% |
| 7D | +1.6% | -5.6% | +7.3% | +2.9% |
| 30D | +5.1% | +13.6% | -8.5% | +0.8% |
| 3M | -0.5% | -2.8% | +2.3% | -0.4% |
| 6M | +8.1% | +38.1% | -29.9% | -2.6% |
| YTD | +21.2% | +19.9% | +1.3% | +12.2% |
| 1Y | +30.7% | +23.4% | +7.3% | +19.7% |
| 3Y | +67.3% | -12.6% | +79.9% | +64.0% |
| 5Y | +101.9% | -26.6% | +128.5% | +103.2% |
| All | +354.7% | +39.9% | +314.8% | +274.3% |
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