+67.3%
MNST vs QID
-71.4%
+138.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.7% | +2.1% |
| 7D | +1.6% | -7.1% | +8.8% | +1.1% |
| 30D | +5.1% | +12.6% | -7.6% | +6.1% |
| 3M | -0.5% | +14.2% | -14.7% | +0.7% |
| 6M | +8.1% | +6.2% | +1.9% | +8.9% |
| YTD | +21.2% | -21.8% | +43.0% | +18.8% |
| 1Y | +30.7% | -23.1% | +53.9% | +28.0% |
| 3Y | +67.3% | -71.3% | +138.6% | +45.1% |
| All | +67.3% | -71.4% | +138.7% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling