+248.4%
MNST vs QID
-99.1%
+347.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | -3.6% | -1.9% | -1.6% | -4.1% |
| 30D | -6.3% | +1.7% | -8.0% | -5.8% |
| 3M | -5.0% | -3.9% | -1.1% | -5.6% |
| 6M | +13.1% | -30.0% | +43.1% | +3.5% |
| YTD | +11.8% | -28.2% | +40.0% | +3.1% |
| 1Y | +35.2% | -35.6% | +70.9% | +21.2% |
| 3Y | +52.0% | -74.3% | +126.3% | +7.4% |
| 5Y | +77.9% | -80.8% | +158.7% | +28.7% |
| 10Y | +248.4% | -99.2% | +347.6% | -1.5% |
| All | +248.4% | -99.1% | +347.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling