+92.3%
MA vs QBTS
+9.0%
+83.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.0% | -18.5% | -0.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +14.7% | -29.8% | +44.5% | +14.9% |
| 3M | +13.5% | -45.0% | +58.5% | +14.0% |
| 6M | +33.1% | -55.2% | +88.3% | +33.6% |
| YTD | +15.1% | -59.2% | +74.2% | +15.4% |
| 1Y | +18.7% | -62.4% | +81.1% | +19.1% |
| 3Y | +72.1% | +1,264.0% | -1,191.9% | +64.5% |
| All | +92.3% | +9.0% | +83.3% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling