+107.4%
MA vs QBTS
+11.9%
+95.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | +0.4% |
| 7D | -0.3% | +13.7% | -14.0% | -0.5% |
| 30D | +11.3% | -21.3% | +32.6% | +11.5% |
| 3M | +16.7% | -44.7% | +61.4% | +17.2% |
| 6M | +32.8% | -49.2% | +82.0% | +33.2% |
| YTD | +15.6% | -56.1% | +71.8% | +15.9% |
| 1Y | +19.6% | -61.1% | +80.7% | +19.9% |
| 3Y | +72.1% | +1,511.0% | -1,438.9% | +64.0% |
| 5Y | +96.0% | +16.6% | +79.5% | +79.0% |
| All | +107.4% | +11.9% | +95.5% | +90.8% |
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