+96.8%
MNST vs ADP
+49.7%
+47.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -6.9% | +0.9% | -7.8% | -7.2% |
| 30D | +3.7% | +11.9% | -8.1% | -0.3% |
| 3M | -0.3% | +13.7% | -14.0% | -4.8% |
| 6M | +5.1% | +46.8% | -41.7% | -8.7% |
| YTD | +18.4% | +21.8% | -3.3% | +10.5% |
| 1Y | +26.3% | +23.5% | +2.7% | +16.9% |
| 3Y | +64.3% | +44.1% | +20.2% | +40.3% |
| 5Y | +96.8% | +49.9% | +46.9% | +58.9% |
| All | +96.8% | +49.7% | +47.1% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling