+453.5%
APH vs MNST
+242.3%
+211.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.6% | -43.2% | -46.0% |
| 7D | -48.7% | -6.2% | -42.5% | -46.6% |
| 30D | -51.9% | -7.2% | -44.7% | -49.9% |
| 3M | -43.6% | -1.0% | -42.5% | -42.8% |
| 6M | -37.5% | +11.5% | -49.0% | -40.0% |
| YTD | -38.6% | +14.3% | -52.9% | -41.6% |
| 1Y | -26.3% | +38.1% | -64.5% | -35.4% |
| 3Y | +89.2% | +55.0% | +34.2% | +54.6% |
| 5Y | +119.8% | +79.6% | +40.2% | +65.1% |
| All | +453.5% | +242.3% | +211.3% | +244.8% |
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