+104.8%
MNST vs GTLB
-47.1%
+151.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | -6.5% | +11.1% | -17.5% | -7.1% |
| 30D | -7.2% | +37.8% | -45.0% | -9.0% |
| 3M | -1.0% | +61.6% | -62.6% | -4.0% |
| 6M | +11.5% | +98.9% | -87.4% | +6.4% |
| YTD | +14.3% | +32.8% | -18.5% | +11.7% |
| 1Y | +38.1% | +14.7% | +23.5% | +35.9% |
| 3Y | +55.0% | +1.3% | +53.6% | +50.1% |
| All | +104.8% | -47.1% | +151.9% | +91.7% |
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