+40.7%
MCD vs QBTS
+61.8%
-21.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.8% |
| 30D | -6.0% | -22.5% | +16.5% | -6.1% |
| 3M | -5.6% | -40.0% | +34.4% | -5.7% |
| 6M | -21.9% | -12.3% | -9.5% | -21.8% |
| YTD | -14.7% | -36.6% | +21.9% | -14.8% |
| 1Y | -17.3% | +8.4% | -25.7% | -17.1% |
| 3Y | -2.2% | +1,380.4% | -1,382.5% | -0.3% |
| 5Y | +20.3% | +69.7% | -49.4% | +19.6% |
| All | +40.7% | +61.8% | -21.1% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling