+101.3%
MNST vs GSK
+43.2%
+58.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 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% | +17.8% |
| 1Y | +37.9% | +10.6% | +27.3% | +34.9% |
| 3Y | +62.9% | +62.6% | +0.3% | +45.4% |
| All | +101.3% | +43.2% | +58.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling