+548,301.9%
MNST vs GSK
+1,705.8%
+546,596.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -6.5% | -1.8% | -4.7% | -6.2% |
| 30D | -7.2% | -2.2% | -5.0% | -6.9% |
| 3M | -1.0% | -1.8% | +0.8% | -0.8% |
| 6M | +11.5% | -10.6% | +22.1% | +13.5% |
| YTD | +14.3% | +4.4% | +9.9% | +13.1% |
| 1Y | +38.1% | +30.4% | +7.7% | +31.1% |
| 3Y | +55.0% | +60.1% | -5.1% | +40.7% |
| 5Y | +79.6% | +46.8% | +32.8% | +64.5% |
| 10Y | +241.8% | +79.2% | +162.6% | +201.9% |
| All | +548,301.9% | +1,705.8% | +546,596.1% | +589,114.8% |
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