+216.5%
QCOM vs MNST
+301.8%
-85.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +7.5% |
| 7D | +0.4% | -3.4% | +3.8% | +1.8% |
| 30D | -6.6% | +6.6% | -13.2% | -9.6% |
| 3M | +3.7% | -2.9% | +6.6% | +4.2% |
| 6M | -13.3% | +18.4% | -31.8% | -21.3% |
| YTD | -1.8% | +19.3% | -21.0% | -11.6% |
| 1Y | -2.5% | +37.9% | -40.4% | -18.4% |
| 3Y | +47.0% | +62.9% | -15.9% | +10.0% |
| 5Y | +13.1% | +99.6% | -86.5% | -25.9% |
| All | +216.5% | +301.8% | -85.3% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling