+268.7%
TQQQ vs MNST
+52.7%
+216.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +4.4% | -4.1% | +8.4% | +6.1% |
| 30D | -3.1% | -4.5% | +1.4% | -1.7% |
| 3M | -5.2% | -2.5% | -2.7% | -5.2% |
| 6M | +52.4% | +14.1% | +38.3% | +41.0% |
| YTD | +37.4% | +12.6% | +24.9% | +27.2% |
| 1Y | +56.0% | +36.9% | +19.0% | +30.1% |
| 3Y | +268.7% | +53.1% | +215.6% | +217.3% |
| All | +268.7% | +52.7% | +216.0% | +217.3% |
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