+332.6%
MNST vs APD
+184.8%
+147.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +3.9% | +11.0% | -7.1% | +0.1% |
| 3M | -0.8% | +2.0% | -2.8% | -1.5% |
| 6M | +5.1% | +7.1% | -2.0% | +2.2% |
| YTD | +18.3% | +29.8% | -11.5% | +6.6% |
| 1Y | +29.5% | +24.0% | +5.4% | +18.2% |
| 3Y | +64.0% | +27.2% | +36.9% | +42.5% |
| 5Y | +97.2% | +12.8% | +84.4% | +76.7% |
| All | +332.6% | +184.8% | +147.8% | +145.1% |
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