+54.8%
MCD vs QBTS
+11.9%
+42.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.6% | +1.8% |
| 7D | +5.9% | +13.7% | -7.7% | +6.0% |
| 30D | +19.6% | -21.3% | +40.9% | +19.6% |
| 3M | +3.3% | -44.7% | +48.0% | +3.1% |
| 6M | +3.5% | -49.2% | +52.7% | +3.3% |
| YTD | -6.1% | -56.1% | +50.0% | -6.3% |
| 1Y | -3.7% | -61.1% | +57.5% | -3.9% |
| 3Y | +13.4% | +1,511.0% | -1,497.6% | +15.8% |
| 5Y | +25.2% | +16.6% | +8.6% | +24.4% |
| All | +54.8% | +11.9% | +42.9% | +55.2% |
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