+84.2%
MNST vs QLD
+121.5%
-37.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | -7.2% | -0.1% | -7.1% | -7.3% |
| 3M | -1.0% | -8.4% | +7.3% | -0.1% |
| 6M | +11.5% | +32.2% | -20.7% | +4.2% |
| YTD | +14.3% | +28.9% | -14.6% | +7.1% |
| 1Y | +38.1% | +43.8% | -5.7% | +25.8% |
| 3Y | +55.0% | +176.6% | -121.6% | +14.9% |
| All | +84.2% | +121.5% | -37.4% | +38.7% |
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