+84.2%
MNST vs ARMK
+144.6%
-60.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -2.4% | -4.1% | -6.0% |
| 30D | -7.2% | 0.0% | -7.2% | -7.4% |
| 3M | -1.0% | +6.7% | -7.7% | -2.7% |
| 6M | +11.5% | +38.8% | -27.3% | +2.6% |
| YTD | +14.3% | +55.2% | -40.9% | +2.1% |
| 1Y | +38.1% | +46.6% | -8.5% | +24.9% |
| 3Y | +55.0% | +112.9% | -57.9% | +22.2% |
| All | +84.2% | +144.6% | -60.5% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling