+396.6%
BAC vs MNST
+242.3%
+154.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | -6.5% | +7.6% | +3.5% |
| 30D | -0.4% | -7.2% | +6.8% | +2.1% |
| 3M | +16.9% | -1.0% | +17.9% | +17.1% |
| 6M | +26.6% | +11.5% | +15.1% | +20.7% |
| YTD | +15.8% | +14.3% | +1.5% | +9.1% |
| 1Y | +27.2% | +38.1% | -11.0% | +10.9% |
| 3Y | +132.4% | +55.0% | +77.4% | +90.3% |
| 5Y | +72.6% | +79.6% | -7.1% | +29.9% |
| All | +396.6% | +242.3% | +154.3% | +220.1% |
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