+96.6%
QQQM vs MNST
+52.7%
+43.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.1% |
| 30D | -0.7% | -4.5% | +3.8% | -0.1% |
| 3M | +0.4% | -2.5% | +2.9% | +0.5% |
| 6M | +20.1% | +14.1% | +5.9% | +16.9% |
| YTD | +17.2% | +12.6% | +4.7% | +14.2% |
| 1Y | +24.7% | +36.9% | -12.2% | +17.5% |
| 3Y | +96.6% | +53.1% | +43.5% | +86.3% |
| All | +96.6% | +52.7% | +43.9% | +86.3% |
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 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