+1,216.8%
QBTS vs MNST
+68.0%
+1,148.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.7% |
| 7D | -10.5% | +1.6% | -12.1% | -10.4% |
| 30D | -20.5% | +5.1% | -25.6% | -20.4% |
| 3M | -54.3% | -0.5% | -53.8% | -54.1% |
| 6M | -55.4% | +8.1% | -63.5% | -55.6% |
| YTD | -63.4% | +21.2% | -84.6% | -64.0% |
| 1Y | -59.1% | +30.7% | -89.9% | -59.9% |
| 3Y | +1,216.8% | +67.3% | +1,149.5% | +1,254.5% |
| All | +1,216.8% | +68.0% | +1,148.8% | +1,254.5% |
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