+831.9%
MNST vs ARMK
+299.4%
+532.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.1% |
| 7D | +3.2% | -10.2% | +13.4% | +5.3% |
| 30D | +10.6% | -9.3% | +19.9% | +12.5% |
| 3M | +1.3% | -11.4% | +12.7% | +3.4% |
| 6M | +26.2% | +11.6% | +14.6% | +22.9% |
| YTD | +24.8% | +37.5% | -12.7% | +16.3% |
| 1Y | +40.9% | +34.9% | +6.0% | +31.8% |
| 3Y | +72.2% | +83.4% | -11.3% | +49.0% |
| 5Y | +108.8% | +87.9% | +20.9% | +77.5% |
| 10Y | +324.4% | +117.0% | +207.4% | +251.9% |
| All | +831.9% | +299.4% | +532.5% | +598.1% |
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