+333.2%
MNST vs ARWR
+1,021.8%
-688.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -6.9% | -19.9% | +13.1% | -5.7% |
| 30D | +3.7% | -18.7% | +22.5% | +5.0% |
| 3M | -0.3% | -44.7% | +44.4% | +3.1% |
| 6M | +5.1% | -36.5% | +41.6% | +7.4% |
| YTD | +18.4% | -25.7% | +44.1% | +19.4% |
| 1Y | +26.3% | +18.9% | +7.3% | +23.0% |
| 3Y | +64.3% | +83.1% | -18.8% | +50.2% |
| 5Y | +96.8% | -34.9% | +131.7% | +88.4% |
| 10Y | +333.2% | +1,080.9% | -747.7% | +261.4% |
| All | +333.2% | +1,021.8% | -688.6% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling