+174.6%
ARM vs MNST
+61.6%
+113.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +5.3% |
| 7D | -15.2% | -3.4% | -11.8% | -14.9% |
| 30D | -40.7% | +6.6% | -47.3% | -41.4% |
| 3M | -39.1% | -2.9% | -36.2% | -39.0% |
| 6M | -26.4% | +18.4% | -44.9% | -30.3% |
| YTD | +59.7% | +19.3% | +40.5% | +51.2% |
| 1Y | +10.3% | +37.9% | -27.6% | +1.2% |
| 3Y | +228.9% | +62.9% | +166.0% | +202.3% |
| All | +174.6% | +61.6% | +113.0% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling