+62.9%
MNST vs QID
-70.5%
+133.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.6% |
| 7D | -3.4% | +9.4% | -12.8% | -2.7% |
| 30D | +6.6% | +31.2% | -24.6% | +8.9% |
| 3M | -2.9% | +17.4% | -20.3% | -1.7% |
| 6M | +18.4% | +8.4% | +10.0% | +19.3% |
| YTD | +19.3% | -15.8% | +35.0% | +17.5% |
| 1Y | +37.9% | -16.3% | +54.2% | +35.8% |
| 3Y | +62.9% | -70.4% | +133.3% | +42.3% |
| All | +62.9% | -70.5% | +133.4% | +42.3% |
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