+245.6%
MNST vs ADP
+285.0%
-39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | -6.5% | -3.4% | -3.1% | -5.0% |
| 30D | -7.2% | +2.8% | -10.0% | -8.4% |
| 3M | -1.0% | +20.9% | -21.9% | -9.5% |
| 6M | +11.5% | +29.9% | -18.4% | -2.2% |
| YTD | +14.3% | +9.6% | +4.7% | +8.3% |
| 1Y | +38.1% | -5.3% | +43.4% | +40.3% |
| 3Y | +55.0% | +16.5% | +38.5% | +40.3% |
| 5Y | +79.6% | +49.4% | +30.2% | +40.9% |
| All | +245.6% | +285.0% | -39.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling