+101.6%
MNST vs GTLB
-50.0%
+151.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | -1.2% |
| 7D | -4.1% | +4.6% | -8.7% | -4.4% |
| 30D | -4.5% | +21.0% | -25.5% | -5.6% |
| 3M | -2.5% | +51.7% | -54.2% | -5.0% |
| 6M | +14.1% | +89.3% | -75.1% | +9.3% |
| YTD | +12.6% | +25.6% | -13.1% | +10.4% |
| 1Y | +36.9% | -1.5% | +38.5% | +36.1% |
| 3Y | +53.1% | -9.9% | +63.0% | +49.5% |
| All | +101.6% | -50.0% | +151.6% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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