+2,212.8%
MNST vs QID
-100.0%
+2,312.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | -3.9% | +1.8% | -5.7% | -3.0% |
| 30D | +3.9% | +21.6% | -17.7% | +11.7% |
| 3M | -0.8% | +12.6% | -13.4% | +3.9% |
| 6M | +5.1% | +6.9% | -1.8% | +8.7% |
| YTD | +18.3% | -20.5% | +38.8% | +11.0% |
| 1Y | +29.5% | -18.1% | +47.6% | +23.1% |
| 3Y | +64.0% | -70.7% | +134.7% | +11.4% |
| 5Y | +97.2% | -77.2% | +174.4% | +38.9% |
| 10Y | +328.4% | -99.0% | +427.5% | +2.8% |
| All | +2,212.8% | -100.0% | +2,312.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling