+65.7%
MNST vs ARMK
+101.3%
-35.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.6% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | +1.0% | -2.0% | +3.0% | +1.1% |
| 6M | +5.8% | +22.0% | -16.2% | +3.1% |
| YTD | +19.1% | +49.6% | -30.6% | +13.4% |
| 1Y | +30.9% | +46.4% | -15.4% | +24.9% |
| 3Y | +65.7% | +103.2% | -37.5% | +54.2% |
| All | +65.7% | +101.3% | -35.5% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling