+162.2%
ARM vs MNST
+69.0%
+93.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.9% | -11.2% | -12.8% |
| 7D | -27.1% | +3.2% | -30.3% | -27.4% |
| 30D | -44.9% | +10.6% | -55.5% | -45.8% |
| 3M | -39.3% | +1.3% | -40.6% | -39.4% |
| 6M | -20.2% | +26.2% | -46.4% | -25.1% |
| YTD | +52.5% | +24.8% | +27.8% | +43.7% |
| 1Y | +4.1% | +40.9% | -36.9% | -4.5% |
| 3Y | +211.7% | +72.2% | +139.5% | +182.9% |
| All | +162.2% | +69.0% | +93.1% | +146.8% |
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