+354.7%
MNST vs ARMK
+131.4%
+223.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +2.7% | -1.0% | +1.1% |
| 30D | +5.1% | -1.5% | +6.5% | +5.1% |
| 3M | -0.5% | -11.6% | +11.1% | +1.6% |
| 6M | +8.1% | +6.7% | +1.4% | +6.4% |
| YTD | +21.2% | +47.4% | -26.2% | +11.9% |
| 1Y | +30.7% | +41.5% | -10.8% | +21.6% |
| 3Y | +67.3% | +95.5% | -28.2% | +44.2% |
| 5Y | +101.9% | +108.4% | -6.5% | +69.9% |
| All | +354.7% | +131.4% | +223.3% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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