+67.3%
MNST vs APD
+29.7%
+37.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +3.8% | -2.2% | +1.2% |
| 30D | +5.1% | +8.2% | -3.1% | +4.3% |
| 3M | -0.5% | +4.3% | -4.8% | -0.9% |
| 6M | +8.1% | +4.7% | +3.4% | +7.7% |
| YTD | +21.2% | +31.5% | -10.4% | +18.3% |
| 1Y | +30.7% | +23.5% | +7.2% | +28.3% |
| 3Y | +67.3% | +29.1% | +38.2% | +63.3% |
| All | +67.3% | +29.7% | +37.6% | +63.3% |
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