+21.3%
BAC vs MNST
+97.3%
-76.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +2.1% | -3.9% | +6.0% | +3.1% |
| 30D | -6.7% | +3.9% | -10.6% | -7.6% |
| 3M | -20.2% | -0.8% | -19.4% | -20.2% |
| 6M | -0.2% | +5.1% | -5.3% | -1.7% |
| YTD | -6.4% | +18.3% | -24.7% | -11.1% |
| 1Y | -3.1% | +29.5% | -32.6% | -10.5% |
| 3Y | +96.7% | +64.0% | +32.7% | +66.6% |
| 5Y | +21.3% | +97.2% | -75.9% | -9.3% |
| All | +21.3% | +97.3% | -76.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling