Monster Beverage (MNST) had the highest return between 2003 and 2006 by a large-cap US stock, returning 6,293.4%.

ASSET	YEARS	% RETURN
Monster Beverage (MNST)	2003-2006	6,293.39%
Cheniere Energy (LNG)	2003-2006	4,341.41%
Akamai Technologies (AKAM)	2003-2006	2,851.11%
Banco Bradesco SA ADR (BBD)	2003-2006	2,442.72%
Axon Enterprise (AXON)	2003-2006	2,154.81%
ArcelorMittal SA ADR (MT)	2003-2006	2,108.52%
U-Haul (UHAL)	2003-2006	1,857.28%
Williams Companies (WMB)	2003-2006	1,764.28%
Deckers Outdoor (DECK)	2003-2006	1,711.09%
Tenaris SA ADR (TS)	2003-2006	1,365.46%
CME (CME)	2003-2006	1,104.14%
Apple (AAPL)	2003-2006	1,081.99%
Illumina (ILMN)	2003-2006	1,052.76%
Cameco (CCJ)	2003-2006	945.71%
Southern Copper (SCCO)	2003-2006	919.12%
Vale SA ADR (VALE)	2003-2006	894.15%
America Movil SAB de CV ADR (AMX)	2003-2006	877.74%
Petróleo Brasileiro SA - Petrobras (PBR.A)	2003-2006	847.79%
Petroleo Brasileiro Petrobras SA ADR (PBR)	2003-2006	805.5%
Itau Unibanco Banco (ITUB)	2003-2006	773.63%
Carpenter Technology (CRS)	2003-2006	756.07%
Intuitive Surgical (ISRG)	2003-2006	679.72%
Hologic (HOLX)	2003-2006	671.92%
MicroStrategy (MSTR)	2003-2006	647.61%
Canadian Natural Resources (CNQ)	2003-2006	644.34%

Large-cap stocks are treated as having a market cap of $10B+.