+753.8%
MNST vs ARMK
+350.8%
+402.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -1.0% | +6.7% | -7.7% | -2.4% |
| 6M | +11.5% | +38.8% | -27.3% | +4.2% |
| YTD | +14.3% | +55.2% | -40.9% | +4.3% |
| 1Y | +38.1% | +46.6% | -8.5% | +27.2% |
| 3Y | +55.0% | +112.9% | -57.9% | +30.4% |
| 5Y | +79.6% | +144.0% | -64.3% | +45.5% |
| 10Y | +241.8% | +132.4% | +109.4% | +181.6% |
| All | +753.8% | +350.8% | +402.9% | +525.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling