+39.4%
MCD vs QBTS
+67.0%
-27.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | -2.9% | +3.8% | -6.7% | -2.8% |
| 30D | -6.7% | -15.2% | +8.5% | -6.8% |
| 3M | -9.6% | -27.2% | +17.7% | -9.6% |
| 6M | -22.3% | -10.1% | -12.2% | -22.3% |
| YTD | -15.4% | -34.5% | +19.1% | -15.5% |
| 1Y | -16.8% | +6.0% | -22.8% | -16.6% |
| 3Y | -2.4% | +1,779.3% | -1,781.7% | -0.3% |
| 5Y | +19.4% | +75.4% | -56.1% | +18.6% |
| All | +39.4% | +67.0% | -27.6% | +39.9% |
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 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