+96.6%
MNST vs APD
+12.7%
+83.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +3.9% | +11.0% | -7.1% | +1.4% |
| 3M | -0.8% | +2.0% | -2.8% | -1.3% |
| 6M | +5.1% | +7.1% | -2.0% | +3.2% |
| YTD | +18.3% | +29.8% | -11.5% | +10.3% |
| 1Y | +29.5% | +24.0% | +5.4% | +21.9% |
| 3Y | +64.0% | +27.2% | +36.9% | +48.5% |
| All | +96.6% | +12.7% | +83.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling