+217.6%
BAC vs MNST
+344.7%
-127.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.3% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | -0.7% | +5.1% | -5.8% | -2.6% |
| 3M | -20.0% | -0.5% | -19.5% | -20.1% |
| 6M | +3.4% | +8.1% | -4.7% | 0.0% |
| YTD | -5.7% | +21.2% | -26.9% | -13.5% |
| 1Y | -1.4% | +30.7% | -32.2% | -12.2% |
| 3Y | +97.9% | +67.3% | +30.6% | +56.1% |
| 5Y | +22.9% | +101.9% | -78.9% | -12.8% |
| All | +217.6% | +344.7% | -127.1% | +89.7% |
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