+296.4%
ARM vs MNST
+54.9%
+241.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +5.5% | -6.5% | +11.9% | +6.6% |
| 30D | -8.2% | -7.2% | -1.0% | -7.1% |
| 3M | -35.9% | -1.0% | -34.9% | -36.3% |
| 6M | +103.1% | +11.5% | +91.6% | +94.9% |
| YTD | +130.6% | +14.3% | +116.3% | +120.4% |
| 1Y | +86.1% | +38.1% | +47.9% | +69.6% |
| All | +296.4% | +54.9% | +241.6% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling