+62.9%
MNST vs ARWR
+105.6%
-42.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.7% |
| 3M | -2.9% | -32.2% | +29.3% | -2.2% |
| 6M | +18.4% | -26.5% | +45.0% | +18.9% |
| YTD | +19.3% | -12.4% | +31.7% | +18.9% |
| 1Y | +37.9% | +46.9% | -9.0% | +34.9% |
| 3Y | +62.9% | +116.0% | -53.1% | +52.0% |
| All | +62.9% | +105.6% | -42.7% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling