+548,301.9%
MNST vs APD
+6,115.6%
+542,186.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | -7.2% | +2.1% | -9.3% | -7.8% |
| 3M | -1.0% | +7.2% | -8.2% | -3.4% |
| 6M | +11.5% | +11.2% | +0.2% | +7.5% |
| YTD | +14.3% | +24.4% | -10.1% | +6.2% |
| 1Y | +38.1% | +6.7% | +31.5% | +33.6% |
| 3Y | +55.0% | +9.2% | +45.7% | +45.2% |
| 5Y | +79.6% | +27.4% | +52.3% | +59.1% |
| 10Y | +241.8% | +164.8% | +77.0% | +139.5% |
| All | +548,301.9% | +6,115.6% | +542,186.3% | +100,346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling