+548,301.9%
MNST vs ADP
+11,097.1%
+537,204.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -6.5% | -3.4% | -3.1% | -5.4% |
| 30D | -7.2% | +2.8% | -10.0% | -8.1% |
| 3M | -1.0% | +20.9% | -21.9% | -7.5% |
| 6M | +11.5% | +29.9% | -18.4% | +0.9% |
| YTD | +14.3% | +9.6% | +4.7% | +9.4% |
| 1Y | +38.1% | -5.3% | +43.4% | +38.9% |
| 3Y | +55.0% | +16.5% | +38.5% | +44.0% |
| 5Y | +79.6% | +49.4% | +30.2% | +52.2% |
| 10Y | +241.8% | +282.2% | -40.4% | +110.6% |
| All | +548,301.9% | +11,097.1% | +537,204.8% | +152,622.3% |
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