+56.6%
MNST vs ADP
+16.9%
+39.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -6.5% | -3.4% | -3.1% | -5.8% |
| 30D | -7.2% | +2.8% | -10.0% | -7.7% |
| 3M | -1.0% | +20.9% | -21.9% | -4.8% |
| 6M | +11.5% | +29.9% | -18.4% | +5.6% |
| YTD | +14.3% | +9.6% | +4.7% | +13.9% |
| 1Y | +38.1% | -5.3% | +43.4% | +44.8% |
| All | +56.6% | +16.9% | +39.7% | +53.2% |
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 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