+52.2%
TQQQ vs MNST
+97.2%
-45.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.3% |
| 7D | +18.6% | -4.7% | +23.4% | +23.7% |
| 30D | -24.0% | +5.2% | -29.2% | -28.4% |
| 3M | -19.6% | -0.9% | -18.7% | -20.7% |
| 6M | -19.8% | +6.1% | -25.9% | -27.6% |
| YTD | +14.3% | +18.9% | -4.6% | -10.5% |
| 1Y | +8.2% | +29.3% | -21.2% | -23.3% |
| 3Y | +203.4% | +64.9% | +138.6% | +47.5% |
| 5Y | +52.2% | +98.0% | -45.8% | -47.5% |
| All | +52.2% | +97.2% | -45.0% | -47.5% |
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