+18.7%
MCHP vs QBTS
+63.9%
-45.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -6.0% | -19.0% | +13.0% | -4.9% |
| 3M | -19.7% | -29.5% | +9.8% | -18.2% |
| 6M | +14.0% | -11.2% | +25.2% | +13.7% |
| YTD | +18.4% | -35.8% | +54.2% | +19.7% |
| 1Y | +17.1% | +1.7% | +15.4% | +14.7% |
| 3Y | +0.7% | +1,470.1% | -1,469.4% | -18.2% |
| 5Y | +5.1% | +72.3% | -67.2% | -18.7% |
| All | +18.7% | +63.9% | -45.2% | -4.9% |
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