+305,841.5%
MNST vs ARWR
-97.0%
+305,938.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.5% | +1.7% | -8.2% | -6.5% |
| 30D | -7.2% | -0.7% | -6.6% | -7.2% |
| 3M | -1.0% | +14.9% | -15.9% | -1.1% |
| 6M | +11.5% | +32.6% | -21.1% | +11.2% |
| YTD | +14.3% | +30.0% | -15.7% | +14.0% |
| 1Y | +38.1% | +208.4% | -170.2% | +37.0% |
| 3Y | +55.0% | +208.8% | -153.8% | +53.2% |
| 5Y | +79.6% | +27.8% | +51.8% | +78.2% |
| 10Y | +241.8% | +1,107.6% | -865.8% | +232.6% |
| All | +305,841.5% | -97.0% | +305,938.5% | +214,376.9% |
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