+36.9%
MNST vs QID
-36.4%
+73.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.1% | -2.7% | -1.3% | -4.2% |
| 30D | -4.5% | +1.8% | -6.3% | -4.4% |
| 3M | -2.5% | -2.2% | -0.3% | -2.4% |
| 6M | +14.1% | -32.1% | +46.3% | +11.1% |
| YTD | +12.6% | -28.6% | +41.1% | +8.9% |
| 1Y | +36.9% | -36.3% | +73.3% | +38.0% |
| All | +36.9% | -36.4% | +73.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling