+548,301.9%
MNST vs ADM
+1,908.9%
+546,393.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | +3.8% | -10.3% | -7.4% |
| 30D | -7.2% | +9.8% | -17.0% | -9.4% |
| 3M | -1.0% | +2.1% | -3.1% | -1.8% |
| 6M | +11.5% | +27.5% | -16.0% | +4.3% |
| YTD | +14.3% | +50.2% | -35.9% | +2.5% |
| 1Y | +38.1% | +40.6% | -2.5% | +25.5% |
| 3Y | +55.0% | +17.2% | +37.7% | +44.1% |
| 5Y | +79.6% | +61.9% | +17.7% | +51.1% |
| 10Y | +241.8% | +159.3% | +82.5% | +150.4% |
| All | +548,301.9% | +1,908.9% | +546,393.0% | +287,341.2% |
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 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