+113.3%
MNST vs GTLB
-50.0%
+163.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -5.0% | -9.6% | +4.6% | -4.4% |
| 30D | +4.6% | -14.5% | +19.1% | +5.4% |
| 3M | +1.0% | +20.9% | -19.9% | -0.3% |
| 6M | +5.8% | +81.4% | -75.6% | +1.6% |
| YTD | +19.1% | +25.6% | -6.5% | +16.6% |
| 1Y | +30.9% | +3.4% | +27.5% | +29.8% |
| 3Y | +65.7% | +8.9% | +56.8% | +59.5% |
| 5Y | +99.0% | -64.0% | +162.9% | +85.5% |
| All | +113.3% | -50.0% | +163.3% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling