+62.9%
MNST vs GSK
+63.2%
-0.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | +6.6% | +7.0% | -0.4% | +5.4% |
| 3M | -2.9% | -2.7% | -0.2% | -2.6% |
| 6M | +18.4% | +1.4% | +17.0% | +17.9% |
| YTD | +19.3% | +5.3% | +13.9% | +18.2% |
| 1Y | +37.9% | +10.6% | +27.3% | +35.6% |
| 3Y | +62.9% | +62.6% | +0.3% | +43.8% |
| All | +62.9% | +63.2% | -0.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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