+1,329.3%
QBTS vs MNST
+55.2%
+1,274.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -2.4% | -6.5% | +4.1% | -2.3% |
| 30D | -22.5% | -7.2% | -15.3% | -22.3% |
| 3M | -40.0% | -1.0% | -39.0% | -40.2% |
| 6M | -12.3% | +11.5% | -23.8% | -14.1% |
| YTD | -36.6% | +14.3% | -50.9% | -37.9% |
| 1Y | +8.4% | +38.1% | -29.7% | +3.8% |
| All | +1,329.3% | +55.2% | +1,274.1% | +1,403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling