+173.5%
IONQ vs MNST
+110.8%
+62.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.7% |
| 7D | -8.9% | +6.8% | -15.7% | -11.2% |
| 30D | -31.3% | +12.0% | -43.3% | -34.4% |
| 3M | -29.2% | +3.5% | -32.7% | -30.8% |
| 6M | -35.4% | +29.7% | -65.1% | -43.7% |
| YTD | -34.2% | +27.2% | -61.3% | -42.2% |
| 1Y | -44.7% | +45.8% | -90.5% | -54.5% |
| 3Y | +155.1% | +75.5% | +79.6% | +81.2% |
| 5Y | +79.8% | +122.1% | -42.4% | +1.4% |
| All | +173.5% | +110.8% | +62.7% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling