+263.2%
BAC vs MNST
+301.8%
-38.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.9% |
| 7D | -1.2% | -3.4% | +2.2% | 0.0% |
| 30D | -7.7% | +6.6% | -14.3% | -9.9% |
| 3M | -21.2% | -2.9% | -18.3% | -20.6% |
| 6M | -6.8% | +18.4% | -25.3% | -13.2% |
| YTD | -8.7% | +19.3% | -28.0% | -15.5% |
| 1Y | -5.3% | +37.9% | -43.2% | -17.2% |
| 3Y | +87.4% | +62.9% | +24.6% | +50.4% |
| 5Y | +18.9% | +99.6% | -80.7% | -14.5% |
| All | +263.2% | +301.8% | -38.6% | +120.8% |
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