+77.1%
MNST vs BAM
+86.2%
-9.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -3.4% | +9.7% | -13.1% | -4.5% |
| 30D | +6.6% | +19.0% | -12.4% | +4.4% |
| 3M | -2.9% | +0.6% | -3.4% | -3.1% |
| 6M | +18.4% | +11.1% | +7.4% | +16.7% |
| YTD | +19.3% | +4.2% | +15.1% | +18.0% |
| 1Y | +37.9% | +3.3% | +34.6% | +36.5% |
| 3Y | +62.9% | +88.8% | -25.9% | +44.9% |
| All | +77.1% | +86.2% | -9.1% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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