+354.7%
MNST vs APD
+191.9%
+162.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +3.8% | -2.2% | +0.3% |
| 30D | +5.1% | +8.2% | -3.1% | +2.2% |
| 3M | -0.5% | +4.3% | -4.8% | -2.0% |
| 6M | +8.1% | +4.7% | +3.4% | +6.0% |
| YTD | +21.2% | +31.5% | -10.4% | +8.7% |
| 1Y | +30.7% | +23.5% | +7.2% | +19.6% |
| 3Y | +67.3% | +29.1% | +38.2% | +44.5% |
| 5Y | +101.9% | +15.9% | +86.0% | +78.8% |
| All | +354.7% | +191.9% | +162.8% | +163.4% |
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