+152.0%
QQQM vs MNST
+107.5%
+44.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | -1.2% | -5.6% | +4.4% | +0.6% |
| 3M | -0.1% | -5.7% | +5.6% | +1.5% |
| 6M | +18.0% | +12.0% | +6.0% | +11.9% |
| YTD | +16.7% | +13.2% | +3.5% | +9.8% |
| 1Y | +23.0% | +36.1% | -13.0% | +7.0% |
| 3Y | +93.3% | +52.9% | +40.5% | +57.5% |
| 5Y | +96.3% | +81.0% | +15.3% | +41.3% |
| All | +152.0% | +107.5% | +44.5% | +62.7% |
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