+245.6%
MNST vs APA
-3.2%
+248.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -7.2% | +23.4% | -30.6% | -8.8% |
| 3M | -1.0% | +12.7% | -13.7% | -2.2% |
| 6M | +11.5% | +39.4% | -27.9% | +7.8% |
| YTD | +14.3% | +79.0% | -64.6% | +8.0% |
| 1Y | +38.1% | +88.8% | -50.7% | +29.5% |
| 3Y | +55.0% | +6.4% | +48.6% | +50.3% |
| 5Y | +79.6% | +153.0% | -73.4% | +56.5% |
| All | +245.6% | -3.2% | +248.7% | +182.6% |
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