+37.9%
MNST vs ARWR
+44.4%
-6.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.4% |
| 7D | -3.4% | -2.9% | -0.5% | -3.4% |
| 30D | +6.6% | -5.4% | +12.0% | +6.6% |
| 3M | -2.9% | -32.2% | +29.3% | -3.2% |
| 6M | +18.4% | -26.5% | +45.0% | +18.2% |
| YTD | +19.3% | -12.4% | +31.7% | +17.7% |
| 1Y | +37.9% | +46.9% | -9.0% | +35.6% |
| All | +37.9% | +44.4% | -6.5% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling