+233.0%
BAC vs MNST
+328.4%
-95.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -6.9% | +5.0% | +0.6% |
| 30D | -7.2% | +3.7% | -10.9% | -8.5% |
| 3M | -20.4% | -0.3% | -20.1% | -20.6% |
| 6M | +1.3% | +5.1% | -3.8% | -1.1% |
| YTD | -6.4% | +18.4% | -24.8% | -13.3% |
| 1Y | -3.5% | +26.3% | -29.8% | -12.9% |
| 3Y | +96.7% | +64.3% | +32.4% | +56.4% |
| 5Y | +20.6% | +96.8% | -76.2% | -13.4% |
| 10Y | +233.0% | +333.2% | -100.2% | +103.8% |
| All | +233.0% | +328.4% | -95.4% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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