+97.2%
MNST vs ARWR
-39.6%
+136.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.9% | -17.7% | +13.8% | -2.8% |
| 30D | +3.9% | -21.9% | +25.8% | +5.4% |
| 3M | -0.8% | -44.5% | +43.7% | +2.7% |
| 6M | +5.1% | -32.6% | +37.7% | +7.1% |
| YTD | +18.3% | -26.2% | +44.5% | +19.1% |
| 1Y | +29.5% | +23.0% | +6.5% | +24.7% |
| 3Y | +64.0% | +81.8% | -17.7% | +45.5% |
| 5Y | +97.2% | -36.0% | +133.2% | +86.3% |
| All | +97.2% | -39.6% | +136.8% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling