+101.3%
MNST vs ARMK
+96.3%
+5.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -5.4% |
| 7D | -3.4% | -2.6% | -0.8% | -2.9% |
| 30D | +6.6% | -5.2% | +11.8% | +7.7% |
| 3M | -2.9% | -6.5% | +3.6% | -1.8% |
| 6M | +18.4% | +15.3% | +3.2% | +13.7% |
| YTD | +19.3% | +43.6% | -24.3% | +8.2% |
| 1Y | +37.9% | +42.1% | -4.2% | +25.3% |
| 3Y | +62.9% | +94.0% | -31.1% | +31.1% |
| All | +101.3% | +96.3% | +5.0% | +59.6% |
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