+446.2%
APP vs MNST
+100.7%
+345.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.9% | +32.9% | +31.7% |
| 7D | +39.7% | +3.2% | +36.5% | +37.6% |
| 30D | +27.7% | +10.6% | +17.1% | +22.4% |
| 3M | -14.8% | +1.3% | -16.0% | -15.7% |
| 6M | -25.5% | +26.2% | -51.7% | -33.4% |
| YTD | -47.2% | +24.8% | -71.9% | -53.0% |
| 1Y | -42.3% | +40.9% | -83.2% | -52.0% |
| 3Y | +806.8% | +72.2% | +734.6% | +555.0% |
| 5Y | +261.6% | +108.8% | +152.8% | +111.3% |
| All | +446.2% | +100.7% | +345.5% | +199.7% |
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