+18.4%
MARA vs QBTS
+1,750.8%
-1,732.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | +13.8% | +3.8% | +10.0% | +12.9% |
| 30D | +24.7% | -15.2% | +39.9% | +29.5% |
| 3M | -10.4% | -27.2% | +16.8% | -4.5% |
| 6M | +37.6% | -10.1% | +47.7% | +36.5% |
| YTD | +32.7% | -34.5% | +67.3% | +41.7% |
| 1Y | -25.2% | +6.0% | -31.2% | -28.9% |
| All | +18.4% | +1,750.8% | -1,732.4% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling