+598,486.6%
MNST vs ADP
+12,367.0%
+586,119.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +3.2% | +7.4% | -4.2% | +0.7% |
| 30D | +10.6% | +17.1% | -6.5% | +4.7% |
| 3M | +1.3% | +14.4% | -13.2% | -3.4% |
| 6M | +26.2% | +47.9% | -21.7% | +9.7% |
| YTD | +24.8% | +22.1% | +2.7% | +15.0% |
| 1Y | +40.9% | +21.8% | +19.2% | +29.9% |
| 3Y | +72.2% | +50.5% | +21.7% | +46.6% |
| 5Y | +108.8% | +49.6% | +59.2% | +76.7% |
| 10Y | +324.4% | +329.3% | -4.8% | +151.2% |
| All | +598,486.6% | +12,367.0% | +586,119.6% | +160,443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling