+82.9%
MA vs QBTS
+61.8%
+21.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.7% |
| 30D | +1.5% | -22.5% | +24.0% | +1.7% |
| 3M | +20.4% | -40.0% | +60.4% | +20.8% |
| 6M | +11.1% | -12.3% | +23.5% | +10.9% |
| YTD | +2.0% | -36.6% | +38.6% | +2.0% |
| 1Y | -2.2% | +8.4% | -10.6% | -2.9% |
| 3Y | +41.9% | +1,380.4% | -1,338.5% | +35.1% |
| 5Y | +75.4% | +69.7% | +5.6% | +59.6% |
| All | +82.9% | +61.8% | +21.1% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling