+99.8%
MNST vs ARWR
-34.9%
+134.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.9% |
| 7D | +1.6% | -17.8% | +19.5% | +2.8% |
| 30D | +5.1% | -18.1% | +23.2% | +6.3% |
| 3M | -0.5% | -44.2% | +43.7% | +3.1% |
| 6M | +8.1% | -38.6% | +46.8% | +10.9% |
| YTD | +21.2% | -28.0% | +49.2% | +22.3% |
| 1Y | +30.7% | +16.1% | +14.6% | +26.4% |
| 3Y | +67.3% | +84.0% | -16.7% | +47.6% |
| All | +99.8% | -34.9% | +134.7% | +89.1% |
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