-23.7%
MARA vs QBTS
+4.3%
-28.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | +5.9% | +1.3% | +4.6% | +5.4% |
| 30D | +24.3% | -19.0% | +43.3% | +34.3% |
| 3M | -12.0% | -29.5% | +17.5% | -1.6% |
| 6M | +40.1% | -11.2% | +51.3% | +36.4% |
| YTD | +33.4% | -35.8% | +69.2% | +45.6% |
| 1Y | -23.7% | +1.7% | -25.4% | -10.4% |
| All | -23.7% | +4.3% | -28.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling