+214.5%
BAC vs MNST
+336.2%
-121.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | -4.7% | +6.2% | +3.2% |
| 30D | -6.4% | +5.2% | -11.6% | -8.2% |
| 3M | -21.7% | -0.9% | -20.8% | -21.7% |
| 6M | +0.5% | +6.1% | -5.6% | -2.2% |
| YTD | -6.7% | +18.9% | -25.6% | -13.7% |
| 1Y | -4.7% | +29.3% | -34.0% | -14.8% |
| 3Y | +96.1% | +64.9% | +31.2% | +55.4% |
| 5Y | +21.7% | +98.0% | -76.3% | -13.0% |
| All | +214.5% | +336.2% | -121.7% | +89.1% |
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