+803.3%
APP vs MNST
+72.2%
+731.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.9% | +32.9% | +30.9% |
| 7D | +39.7% | +3.2% | +36.5% | +39.8% |
| 30D | +27.7% | +10.6% | +17.1% | +28.1% |
| 3M | -14.8% | +1.3% | -16.0% | -14.7% |
| 6M | -25.5% | +26.2% | -51.7% | -24.5% |
| YTD | -47.2% | +24.8% | -71.9% | -46.6% |
| 1Y | -42.3% | +40.9% | -83.2% | -41.9% |
| All | +803.3% | +72.2% | +731.2% | +866.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling