+5.2%
QBTS vs MNST
+108.9%
-103.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.4% | +22.4% | +17.9% |
| 7D | +0.3% | -3.4% | +3.7% | +0.2% |
| 30D | -29.8% | +6.6% | -36.5% | -29.8% |
| 3M | -45.0% | -2.9% | -42.1% | -44.9% |
| 6M | -55.2% | +18.4% | -73.6% | -55.6% |
| YTD | -59.2% | +19.3% | -78.4% | -59.6% |
| 1Y | -62.4% | +37.9% | -100.3% | -62.9% |
| 3Y | +1,264.0% | +62.9% | +1,201.1% | +1,238.3% |
| 5Y | +8.8% | +99.6% | -90.8% | +7.2% |
| All | +5.2% | +108.9% | -103.7% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling