+219.8%
ARM vs MNST
+60.5%
+159.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +11.9% | +12.0% |
| 7D | +6.0% | -6.9% | +12.9% | +6.9% |
| 30D | -20.3% | +3.7% | -24.1% | -21.0% |
| 3M | -24.4% | -0.3% | -24.1% | -24.7% |
| 6M | -4.4% | +5.1% | -9.4% | -6.4% |
| YTD | +86.0% | +18.4% | +67.6% | +76.2% |
| 1Y | +35.8% | +26.3% | +9.5% | +27.0% |
| 3Y | +289.1% | +64.3% | +224.8% | +253.8% |
| All | +219.8% | +60.5% | +159.3% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling