+7.9%
QCOM vs MNST
+37.8%
-30.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +3.3% | -6.5% | +9.8% | +3.7% |
| 30D | +7.7% | -7.2% | +14.9% | +8.1% |
| 3M | -30.1% | -1.0% | -29.0% | -30.7% |
| 6M | +22.8% | +11.5% | +11.4% | +17.0% |
| YTD | +0.2% | +14.3% | -14.1% | -3.3% |
| 1Y | +7.9% | +38.1% | -30.3% | +6.0% |
| All | +7.9% | +37.8% | -30.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling