+36.9%
MNST vs ADP
-7.1%
+44.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | -4.1% | -5.5% | +1.4% | -3.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | -2.5% | +17.9% | -20.3% | -2.7% |
| 6M | +14.1% | +20.3% | -6.2% | +14.7% |
| YTD | +12.6% | +5.8% | +6.7% | +15.5% |
| 1Y | +36.9% | -7.7% | +44.7% | +45.2% |
| All | +36.9% | -7.1% | +44.1% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling