+333,838.4%
MNST vs ARWR
-98.0%
+333,936.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.8% |
| 7D | +3.2% | -5.0% | +8.2% | +3.2% |
| 30D | +10.6% | -6.6% | +17.2% | +10.6% |
| 3M | +1.3% | -33.9% | +35.2% | +1.5% |
| 6M | +26.2% | -23.3% | +49.5% | +26.3% |
| YTD | +24.8% | -13.5% | +38.2% | +24.8% |
| 1Y | +40.9% | +42.5% | -1.6% | +40.5% |
| 3Y | +72.2% | +104.1% | -31.9% | +70.7% |
| 5Y | +108.8% | -28.8% | +137.6% | +107.9% |
| 10Y | +324.4% | +911.6% | -587.2% | +313.6% |
| All | +333,838.4% | -98.0% | +333,936.5% | +234,578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling