+62.9%
MNST vs APD
+11.7%
+51.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -3.4% | -3.7% | +0.2% | -3.1% |
| 30D | +6.6% | +9.6% | -3.0% | +5.9% |
| 3M | -2.9% | +1.6% | -4.5% | -3.0% |
| 6M | +18.4% | +2.2% | +16.3% | +18.3% |
| YTD | +19.3% | +25.9% | -6.6% | +17.1% |
| 1Y | +37.9% | +20.1% | +17.8% | +35.9% |
| 3Y | +62.9% | +12.4% | +50.5% | +59.7% |
| All | +62.9% | +11.7% | +51.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling