+78.1%
QQQM vs MNST
+101.2%
-23.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.1% |
| 30D | -6.7% | +5.1% | -11.8% | -8.3% |
| 3M | -7.0% | -0.5% | -6.5% | -7.2% |
| 6M | -4.6% | +8.1% | -12.7% | -7.9% |
| YTD | +11.1% | +21.2% | -10.1% | +2.3% |
| 1Y | +12.3% | +30.7% | -18.4% | +0.5% |
| 3Y | +83.6% | +67.3% | +16.3% | +46.0% |
| All | +78.1% | +101.2% | -23.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling