+144.7%
IONQ vs MNST
+106.8%
+37.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.9% | -8.6% | -9.8% |
| 7D | -16.7% | +3.2% | -19.9% | -17.7% |
| 30D | -38.9% | +10.6% | -49.5% | -41.4% |
| 3M | -33.8% | +1.3% | -35.1% | -34.7% |
| 6M | -44.9% | +26.2% | -71.1% | -51.4% |
| YTD | -41.1% | +24.8% | -65.9% | -47.9% |
| 1Y | -52.3% | +40.9% | -93.2% | -60.2% |
| 3Y | +128.2% | +72.2% | +56.1% | +63.4% |
| 5Y | +37.2% | +108.8% | -71.6% | -20.4% |
| All | +144.7% | +106.8% | +37.9% | +32.6% |
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 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