-87.4%
MARA vs QBTS
-2.5%
-84.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.4% |
| 7D | +10.1% | -10.5% | +20.6% | +12.0% |
| 30D | -15.1% | -20.5% | +5.5% | -11.7% |
| 3M | -24.1% | -54.3% | +30.2% | -13.6% |
| 6M | -45.2% | -55.4% | +10.2% | -38.2% |
| YTD | -22.2% | -63.4% | +41.3% | -10.0% |
| 1Y | -45.3% | -59.1% | +13.8% | -38.0% |
| 3Y | -23.9% | +1,216.8% | -1,240.7% | -52.4% |
| All | -87.4% | -2.5% | -84.8% | -93.7% |
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