+31.2%
MNST vs Q
+66.4%
-35.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -4.4% |
| 7D | -3.4% | +0.3% | -3.7% | -3.4% |
| 30D | +6.6% | -9.8% | +16.4% | +6.9% |
| 3M | -2.9% | -12.2% | +9.3% | -2.6% |
| 6M | +18.4% | -21.6% | +40.1% | +18.5% |
| YTD | +19.3% | +43.6% | -24.3% | +17.3% |
| 1Y | +37.9% | +25.7% | +12.2% | +36.0% |
| All | +31.2% | +66.4% | -35.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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