-100.0%
SQQQ vs MNST
+251.4%
-351.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +4.0% |
| 7D | +4.1% | -2.2% | +6.3% | +1.3% |
| 30D | +4.6% | -5.4% | +10.0% | -2.4% |
| 3M | -10.4% | -5.5% | -4.9% | -16.6% |
| 6M | -42.1% | +12.4% | -54.5% | -32.0% |
| YTD | -40.3% | +12.4% | -52.7% | -30.0% |
| 1Y | -50.2% | +37.2% | -87.4% | -25.1% |
| 3Y | -89.4% | +52.9% | -142.3% | -80.7% |
| 5Y | -94.7% | +79.7% | -174.4% | -83.4% |
| All | -100.0% | +251.4% | -351.3% | -99.6% |
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