+556.7%
QQQ vs MNST
+240.5%
+316.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.5% | -4.1% | +5.6% | +3.2% |
| 30D | -0.6% | -4.5% | +3.8% | +1.0% |
| 3M | +0.4% | -2.5% | +2.9% | +0.9% |
| 6M | +20.1% | +14.1% | +5.9% | +12.3% |
| YTD | +17.2% | +12.6% | +4.7% | +9.9% |
| 1Y | +24.7% | +36.9% | -12.2% | +6.7% |
| 3Y | +96.2% | +53.1% | +43.1% | +56.1% |
| 5Y | +94.4% | +78.2% | +16.2% | +41.5% |
| 10Y | +556.7% | +240.4% | +316.3% | +290.7% |
| All | +556.7% | +240.5% | +316.2% | +290.7% |
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