+155.5%
MO vs QBTS
-2.5%
+158.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +0.9% |
| 7D | +3.3% | -10.5% | +13.8% | +3.2% |
| 30D | +7.5% | -20.5% | +28.1% | +7.4% |
| 3M | +22.8% | -54.3% | +77.0% | +22.2% |
| 6M | +13.4% | -55.4% | +68.8% | +12.9% |
| YTD | +43.0% | -63.4% | +106.4% | +42.5% |
| 1Y | +45.2% | -59.1% | +104.4% | +44.8% |
| 3Y | +145.5% | +1,216.8% | -1,071.3% | +143.7% |
| All | +155.5% | -2.5% | +158.0% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling