+328.4%
MNST vs APA
+0.4%
+328.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -3.9% | -5.5% | +1.6% | -3.5% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | -0.8% | +10.6% | -11.4% | -1.8% |
| 6M | +5.1% | +28.4% | -23.3% | +2.6% |
| YTD | +18.3% | +89.7% | -71.5% | +11.1% |
| 1Y | +29.5% | +90.6% | -61.1% | +21.5% |
| 3Y | +64.0% | +36.9% | +27.1% | +55.5% |
| 5Y | +97.2% | +83.2% | +13.9% | +77.6% |
| 10Y | +328.4% | -0.1% | +328.6% | +253.5% |
| All | +328.4% | +0.4% | +328.1% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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