-100.0%
SQQQ vs MNST
+253.9%
-353.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.7% |
| 7D | +1.8% | -1.0% | +2.8% | +0.7% |
| 30D | +4.2% | -5.6% | +9.8% | -3.1% |
| 3M | -3.3% | -5.7% | +2.4% | -10.3% |
| 6M | -43.6% | +12.0% | -55.6% | -34.1% |
| YTD | -41.9% | +13.2% | -55.1% | -31.2% |
| 1Y | -50.6% | +36.1% | -86.7% | -26.6% |
| 3Y | -89.3% | +52.9% | -142.2% | -80.6% |
| 5Y | -94.8% | +81.0% | -175.8% | -83.7% |
| All | -100.0% | +253.9% | -353.9% | -99.7% |
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