+534.7%
QQQ vs MNST
+344.7%
+190.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.0% |
| 7D | +3.6% | +1.6% | +2.0% | +3.0% |
| 30D | -6.7% | +5.1% | -11.8% | -8.8% |
| 3M | -7.0% | -0.5% | -6.6% | -7.4% |
| 6M | -4.7% | +8.1% | -12.8% | -8.6% |
| YTD | +11.1% | +21.2% | -10.1% | +0.6% |
| 1Y | +12.3% | +30.7% | -18.5% | -1.6% |
| 3Y | +83.3% | +67.3% | +16.0% | +40.3% |
| 5Y | +77.5% | +101.9% | -24.4% | +22.0% |
| All | +534.7% | +344.7% | +190.0% | +242.8% |
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