+0.2%
QBTS vs MNST
+97.2%
-97.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.6% |
| 7D | +8.7% | -4.7% | +13.5% | +8.5% |
| 30D | -26.5% | +5.2% | -31.7% | -26.4% |
| 3M | -52.6% | -0.9% | -51.7% | -52.5% |
| 6M | -56.0% | +6.1% | -62.1% | -56.1% |
| YTD | -62.4% | +18.9% | -81.2% | -62.7% |
| 1Y | -62.7% | +29.3% | -92.0% | -63.1% |
| 3Y | +1,266.7% | +64.9% | +1,201.8% | +1,246.7% |
| 5Y | +0.2% | +98.0% | -97.8% | -0.4% |
| All | +0.2% | +97.2% | -97.0% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling