+8.4%
QBTS vs MNST
+37.8%
-29.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | -2.4% | -6.5% | +4.1% | -3.6% |
| 30D | -22.5% | -7.2% | -15.3% | -23.2% |
| 3M | -40.0% | -1.0% | -39.0% | -40.1% |
| 6M | -12.3% | +11.5% | -23.8% | -14.9% |
| YTD | -36.6% | +14.3% | -50.9% | -36.0% |
| 1Y | +8.4% | +38.1% | -29.7% | +22.1% |
| All | +8.4% | +37.8% | -29.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling