+30.8%
MNST vs Q
+74.5%
-43.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.4% |
| 7D | -4.7% | +11.5% | -16.2% | -4.8% |
| 30D | +5.2% | -0.2% | +5.4% | +5.3% |
| 3M | -0.9% | -13.6% | +12.7% | -0.4% |
| 6M | +6.1% | -27.0% | +33.2% | +7.6% |
| YTD | +18.9% | +50.5% | -31.7% | +16.9% |
| 1Y | +29.3% | +33.8% | -4.4% | +27.4% |
| All | +30.8% | +74.5% | -43.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling