+8.6%
MCD vs QBTS
+1,125.6%
-1,117.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.6% |
| 7D | -1.6% | -10.5% | +8.8% | -1.6% |
| 30D | +14.1% | -20.5% | +34.7% | +14.1% |
| 3M | +0.6% | -54.3% | +54.9% | +0.6% |
| 6M | 0.0% | -55.4% | +55.4% | 0.0% |
| YTD | -9.3% | -63.4% | +54.2% | -9.4% |
| 1Y | -9.3% | -59.1% | +49.8% | -9.4% |
| 3Y | +8.6% | +1,216.8% | -1,208.2% | +5.6% |
| All | +8.6% | +1,125.6% | -1,117.0% | +5.6% |
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