+108.8%
MNST vs QLD
+61.4%
+47.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.7% | +10.8% | +0.4% |
| 7D | +3.2% | -18.6% | +21.8% | +6.8% |
| 30D | +10.6% | -28.3% | +38.9% | +17.0% |
| 3M | +1.3% | -20.4% | +21.7% | +4.9% |
| 6M | +26.2% | -14.3% | +40.5% | +27.8% |
| YTD | +24.8% | +2.8% | +22.0% | +21.3% |
| 1Y | +40.9% | -1.2% | +42.2% | +37.9% |
| 3Y | +72.2% | +135.3% | -63.1% | +30.5% |
| 5Y | +108.8% | +62.6% | +46.2% | +63.9% |
| All | +108.8% | +61.4% | +47.4% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 5y: compounded portfolio wealth divided by compounded QLD 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…
5y analysis · Full analysis span regression · 6 months rolling