-59.1%
QBTS vs MNST
+32.0%
-91.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.3% |
| 7D | -10.5% | +1.6% | -12.1% | -10.1% |
| 30D | -20.5% | +5.1% | -25.6% | -19.9% |
| 3M | -54.3% | -0.5% | -53.8% | -53.9% |
| 6M | -55.4% | +8.1% | -63.5% | -55.5% |
| YTD | -63.4% | +21.2% | -84.6% | -63.3% |
| 1Y | -59.1% | +30.7% | -89.9% | -52.0% |
| All | -59.1% | +32.0% | -91.1% | -52.0% |
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