+7.2%
QCOM vs MNST
+111.6%
-104.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.9% | -7.6% | -8.9% |
| 7D | -15.5% | +3.2% | -18.7% | -16.3% |
| 30D | -13.4% | +10.6% | -24.0% | -16.4% |
| 3M | 0.0% | +1.3% | -1.2% | -0.8% |
| 6M | -15.2% | +26.2% | -41.4% | -23.2% |
| YTD | -6.9% | +24.8% | -31.7% | -15.7% |
| 1Y | -11.0% | +40.9% | -51.9% | -23.3% |
| 3Y | +39.8% | +72.2% | -32.4% | +8.9% |
| 5Y | +7.2% | +108.8% | -101.6% | -31.3% |
| All | +7.2% | +111.6% | -104.4% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling