+152.2%
MARA vs QBTS
+63.9%
+88.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | +24.3% | -19.0% | +43.3% | +28.6% |
| 3M | -12.0% | -29.5% | +17.5% | -7.4% |
| 6M | +40.1% | -11.2% | +51.3% | +40.1% |
| YTD | +33.4% | -35.8% | +69.2% | +40.5% |
| 1Y | -23.7% | +1.7% | -25.4% | -25.4% |
| 3Y | +19.0% | +1,470.1% | -1,451.1% | -31.4% |
| 5Y | -66.5% | +72.3% | -138.8% | -81.8% |
| All | +152.2% | +63.9% | +88.3% | +83.3% |
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