+572,080.2%
MNST vs ADM
+1,561.3%
+570,518.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -3.4% | -9.0% | +5.6% | -1.2% |
| 30D | +6.6% | -14.0% | +20.6% | +10.5% |
| 3M | -2.9% | -9.2% | +6.3% | -0.9% |
| 6M | +18.4% | -9.2% | +27.6% | +20.6% |
| YTD | +19.3% | +24.2% | -5.0% | +11.8% |
| 1Y | +37.9% | +27.0% | +10.9% | +28.5% |
| 3Y | +62.9% | +6.6% | +56.3% | +54.7% |
| 5Y | +99.6% | +25.0% | +74.6% | +78.9% |
| 10Y | +305.7% | +100.2% | +205.5% | +216.3% |
| All | +572,080.2% | +1,561.3% | +570,518.9% | +313,567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling