-69.3%
MARA vs QBTS
+77.0%
-146.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | +13.8% | +3.8% | +10.0% | +13.2% |
| 30D | +24.7% | -15.2% | +39.9% | +28.0% |
| 3M | -10.4% | -27.2% | +16.8% | -6.2% |
| 6M | +37.6% | -10.1% | +47.7% | +37.3% |
| YTD | +32.7% | -34.5% | +67.3% | +39.4% |
| 1Y | -25.2% | +6.0% | -31.2% | -27.2% |
| 3Y | +9.3% | +1,779.3% | -1,770.0% | -37.5% |
| 5Y | -69.3% | +75.4% | -144.8% | -85.9% |
| All | -69.3% | +77.0% | -146.4% | -85.9% |
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 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