+52.1%
MCD vs QBTS
+4.2%
+47.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.0% | -18.6% | -0.5% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | +19.8% | -29.8% | +49.6% | +19.6% |
| 3M | +0.8% | -45.0% | +45.8% | +0.6% |
| 6M | -1.3% | -55.2% | +53.9% | -1.5% |
| YTD | -7.8% | -59.2% | +51.4% | -8.0% |
| 1Y | -5.0% | -62.4% | +57.4% | -5.2% |
| 3Y | +10.5% | +1,264.0% | -1,253.4% | +12.8% |
| 5Y | +22.0% | +8.8% | +13.2% | +21.2% |
| All | +52.1% | +4.2% | +47.9% | +52.4% |
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