+892.4%
APP vs MNST
+64.6%
+827.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +9.5% |
| 7D | +71.2% | -3.4% | +74.6% | +70.6% |
| 30D | +39.1% | +6.6% | +32.5% | +39.1% |
| 3M | +16.5% | -2.9% | +19.4% | +16.2% |
| 6M | -16.6% | +18.4% | -35.0% | -15.7% |
| YTD | -41.9% | +19.3% | -61.2% | -41.5% |
| 1Y | -37.0% | +37.9% | -74.9% | -37.0% |
| 3Y | +892.4% | +62.9% | +829.6% | +958.5% |
| All | +892.4% | +64.6% | +827.9% | +958.5% |
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