+242.8%
QCOM vs MNST
+305.0%
-62.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.5% | -3.9% | +9.4% | +7.3% |
| 30D | -1.1% | +3.9% | -5.0% | -3.2% |
| 3M | +7.6% | -0.8% | +8.4% | +7.2% |
| 6M | -20.1% | +5.1% | -25.2% | -23.1% |
| YTD | +3.0% | +18.3% | -15.2% | -6.9% |
| 1Y | +3.2% | +29.5% | -26.2% | -10.9% |
| 3Y | +48.9% | +64.0% | -15.2% | +10.9% |
| 5Y | +21.1% | +97.2% | -76.1% | -20.2% |
| 10Y | +242.8% | +328.4% | -85.7% | +73.2% |
| All | +242.8% | +305.0% | -62.2% | +73.2% |
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