+1,098.4%
MNST vs APTV
+145.2%
+953.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -5.0% | -9.8% | +4.8% | -2.9% |
| 30D | +4.6% | -8.9% | +13.5% | +6.6% |
| 3M | +1.0% | -19.5% | +20.5% | +5.4% |
| 6M | +5.8% | -31.1% | +36.9% | +12.6% |
| YTD | +19.1% | -47.5% | +66.6% | +33.5% |
| 1Y | +30.9% | -52.3% | +83.2% | +49.6% |
| 3Y | +65.7% | -45.2% | +110.9% | +77.5% |
| 5Y | +99.0% | -76.9% | +175.8% | +154.4% |
| 10Y | +313.1% | -25.1% | +338.2% | +264.3% |
| All | +1,098.4% | +145.2% | +953.2% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling