+241.7%
MNST vs APD
+164.4%
+77.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.5% | -2.2% | -4.3% | -5.8% |
| 30D | -7.2% | +2.1% | -9.3% | -7.9% |
| 3M | -1.0% | +7.2% | -8.2% | -3.8% |
| 6M | +11.5% | +11.2% | +0.2% | +6.7% |
| YTD | +14.3% | +24.4% | -10.1% | +4.6% |
| 1Y | +38.1% | +6.7% | +31.5% | +33.1% |
| 3Y | +55.0% | +9.2% | +45.7% | +43.0% |
| 5Y | +79.6% | +27.4% | +52.3% | +50.9% |
| All | +241.7% | +164.4% | +77.4% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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