-1.3%
MCHP vs QBTS
-6.7%
+5.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | +5.7% | -10.5% | +16.2% | +6.4% |
| 30D | -13.4% | -20.5% | +7.1% | -12.3% |
| 3M | -20.1% | -54.3% | +34.1% | -16.4% |
| 6M | -35.5% | -55.4% | +19.9% | -32.8% |
| YTD | -1.6% | -63.4% | +61.9% | +2.8% |
| 1Y | +15.5% | -59.1% | +74.6% | +19.5% |
| 3Y | -13.2% | +1,216.8% | -1,230.0% | -27.8% |
| 5Y | -17.5% | -2.6% | -14.8% | -33.8% |
| All | -1.3% | -6.7% | +5.4% | -18.3% |
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