+17.4%
MCHP vs QBTS
+72.4%
-55.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.6% | -1.5% |
| 7D | +2.8% | +6.8% | -4.1% | +2.3% |
| 30D | -12.8% | -14.9% | +2.1% | -12.1% |
| 3M | -19.2% | -31.6% | +12.4% | -17.7% |
| 6M | +14.5% | -4.9% | +19.5% | +13.7% |
| YTD | +17.1% | -32.4% | +49.5% | +18.0% |
| 1Y | +15.3% | +14.6% | +0.7% | +12.2% |
| 3Y | +0.5% | +1,839.6% | -1,839.2% | -19.1% |
| 5Y | +6.1% | +81.2% | -75.1% | -18.2% |
| All | +17.4% | +72.4% | -55.0% | -6.3% |
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