+2,681.6%
MNST vs QLD
+8,245.8%
-5,564.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.7% |
| 7D | +6.8% | -9.4% | +16.2% | +10.3% |
| 30D | +12.0% | -17.1% | +29.1% | +19.0% |
| 3M | +3.5% | -10.4% | +13.9% | +6.6% |
| 6M | +29.7% | +0.7% | +28.9% | +26.0% |
| YTD | +27.2% | +17.7% | +9.4% | +15.8% |
| 1Y | +45.8% | +14.7% | +31.1% | +33.5% |
| 3Y | +75.5% | +169.6% | -94.2% | +7.2% |
| 5Y | +122.1% | +86.7% | +35.5% | +44.3% |
| 10Y | +332.6% | +1,600.8% | -1,268.2% | -6.8% |
| All | +2,681.6% | +8,245.8% | -5,564.2% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling