+62.9%
MNST vs ADP
+48.5%
+14.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | -3.4% | +3.2% | -6.7% | -4.1% |
| 30D | +6.6% | +14.9% | -8.3% | +3.3% |
| 3M | -2.9% | +11.6% | -14.5% | -5.3% |
| 6M | +18.4% | +48.5% | -30.0% | +8.5% |
| YTD | +19.3% | +20.6% | -1.3% | +16.7% |
| 1Y | +37.9% | +23.7% | +14.2% | +33.3% |
| 3Y | +62.9% | +47.8% | +15.1% | +52.7% |
| All | +62.9% | +48.5% | +14.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling