+391.7%
APP vs MNST
+83.9%
+307.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | +0.9% | -6.5% | +7.4% | +3.5% |
| 30D | -23.3% | -7.2% | -16.1% | -21.2% |
| 3M | -42.6% | -1.0% | -41.6% | -42.7% |
| 6M | -33.6% | +11.5% | -45.1% | -37.4% |
| YTD | -52.4% | +14.3% | -66.7% | -56.0% |
| 1Y | -35.9% | +38.1% | -74.0% | -46.7% |
| 3Y | +642.2% | +55.0% | +587.2% | +464.9% |
| 5Y | +311.1% | +79.6% | +231.5% | +149.8% |
| All | +391.7% | +83.9% | +307.8% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling