+106.4%
MA vs QBTS
-4.0%
+110.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | -1.2% |
| 7D | -0.5% | +8.7% | -9.2% | -0.6% |
| 30D | +7.9% | -26.5% | +34.4% | +8.1% |
| 3M | +16.8% | -52.6% | +69.3% | +17.4% |
| 6M | +31.0% | -56.0% | +87.0% | +31.5% |
| YTD | +15.0% | -62.4% | +77.4% | +15.5% |
| 1Y | +17.0% | -62.7% | +79.8% | +17.4% |
| 3Y | +68.5% | +1,266.7% | -1,198.2% | +60.7% |
| 5Y | +85.0% | +0.2% | +84.8% | +69.1% |
| All | +106.4% | -4.0% | +110.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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