+572,080.2%
MNST vs GSK
+1,721.8%
+570,358.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | +18.4% | +1.4% | +17.0% | +17.9% |
| YTD | +19.3% | +5.3% | +13.9% | +17.7% |
| 1Y | +37.9% | +10.6% | +27.3% | +34.9% |
| 3Y | +62.9% | +62.6% | +0.3% | +47.5% |
| 5Y | +99.6% | +41.7% | +57.9% | +83.8% |
| 10Y | +305.7% | +104.7% | +201.0% | +251.5% |
| All | +572,080.2% | +1,721.8% | +570,358.4% | +613,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling