+87.4%
BAC vs MNST
+64.6%
+22.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.2% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | -7.7% | +6.6% | -14.3% | -8.2% |
| 3M | -21.2% | -2.9% | -18.3% | -20.9% |
| 6M | -6.8% | +18.4% | -25.3% | -8.3% |
| YTD | -8.7% | +19.3% | -28.0% | -10.3% |
| 1Y | -5.3% | +37.9% | -43.2% | -8.7% |
| 3Y | +87.4% | +62.9% | +24.6% | +80.9% |
| All | +87.4% | +64.6% | +22.9% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling