+81.0%
MNST vs APTV
-67.9%
+148.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.0% |
| 7D | -6.5% | +4.8% | -11.3% | -7.2% |
| 30D | -7.2% | +2.0% | -9.2% | -7.7% |
| 3M | -1.0% | -34.2% | +33.2% | +5.2% |
| 6M | +11.5% | -34.7% | +46.2% | +18.0% |
| YTD | +14.3% | -37.0% | +51.3% | +21.3% |
| 1Y | +38.1% | -40.4% | +78.5% | +47.6% |
| 3Y | +55.0% | -54.1% | +109.1% | +72.0% |
| All | +81.0% | -67.9% | +148.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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