+80.7%
QQQ vs MNST
+64.6%
+16.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.9% |
| 7D | -5.0% | -3.4% | -1.6% | -4.6% |
| 30D | -13.4% | +6.6% | -20.0% | -14.1% |
| 3M | -8.1% | -2.9% | -5.2% | -7.9% |
| 6M | -5.5% | +18.4% | -23.9% | -8.2% |
| YTD | +7.2% | +19.3% | -12.1% | +3.8% |
| 1Y | +7.8% | +37.9% | -30.1% | +2.2% |
| 3Y | +80.7% | +62.9% | +17.9% | +68.8% |
| All | +80.7% | +64.6% | +16.2% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling