+243.9%
APLD vs MNST
+119.9%
+124.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -6.3% | -3.9% | -2.4% | -5.0% |
| 30D | -29.6% | +3.9% | -33.5% | -31.5% |
| 3M | -42.6% | -0.8% | -41.8% | -43.2% |
| 6M | -59.6% | +5.1% | -64.7% | -61.7% |
| YTD | -32.0% | +18.3% | -50.2% | -40.3% |
| 1Y | -46.9% | +29.5% | -76.4% | -55.9% |
| 3Y | +255.7% | +64.0% | +191.6% | +143.5% |
| All | +243.9% | +119.9% | +124.0% | +77.7% |
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