+99.8%
MNST vs ADM
+26.4%
+73.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | +1.6% |
| 7D | +1.6% | +4.2% | -2.6% | +1.0% |
| 30D | +5.1% | -12.8% | +17.9% | +7.1% |
| 3M | -0.5% | -8.5% | +8.0% | +0.6% |
| 6M | +8.1% | -10.9% | +19.0% | +9.6% |
| YTD | +21.2% | +29.4% | -8.2% | +15.4% |
| 1Y | +30.7% | +27.5% | +3.2% | +24.7% |
| 3Y | +67.3% | +10.3% | +57.0% | +60.3% |
| All | +99.8% | +26.4% | +73.4% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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