+80.2%
MA vs QBTS
+72.4%
+7.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.6% | -8.0% | -1.5% |
| 7D | -1.8% | +6.8% | -8.6% | -1.8% |
| 30D | +1.4% | -14.9% | +16.3% | +1.5% |
| 3M | +17.7% | -31.6% | +49.3% | +18.0% |
| 6M | +9.7% | -4.9% | +14.6% | +9.3% |
| YTD | +0.5% | -32.4% | +32.9% | +0.4% |
| 1Y | -2.1% | +14.6% | -16.7% | -2.9% |
| 3Y | +40.1% | +1,839.6% | -1,799.5% | +33.2% |
| 5Y | +67.5% | +81.2% | -13.7% | +52.3% |
| All | +80.2% | +72.4% | +7.9% | +65.4% |
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