+303.0%
MNST vs APD
+185.9%
+117.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.9% |
| 7D | -3.4% | -3.7% | +0.2% | -2.1% |
| 30D | +6.6% | +9.6% | -3.0% | +3.3% |
| 3M | -2.9% | +1.6% | -4.5% | -3.5% |
| 6M | +18.4% | +2.2% | +16.3% | +17.1% |
| YTD | +19.3% | +25.9% | -6.6% | +8.7% |
| 1Y | +37.9% | +20.1% | +17.8% | +27.4% |
| 3Y | +62.9% | +12.4% | +50.5% | +48.6% |
| 5Y | +99.6% | +11.1% | +88.5% | +79.5% |
| All | +303.0% | +185.9% | +117.1% | +143.4% |
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