+314.2%
MPWR vs QBTS
+72.4%
+241.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -1.0% |
| 7D | -0.6% | +6.8% | -7.4% | -1.2% |
| 30D | -13.1% | -14.9% | +1.8% | -12.0% |
| 3M | -21.7% | -31.6% | +9.9% | -19.8% |
| 6M | +19.5% | -4.9% | +24.5% | +18.4% |
| YTD | +34.9% | -32.4% | +67.3% | +36.4% |
| 1Y | +42.0% | +14.6% | +27.4% | +37.1% |
| 3Y | +148.8% | +1,839.6% | -1,690.8% | +84.8% |
| 5Y | +156.8% | +81.2% | +75.6% | +91.3% |
| All | +314.2% | +72.4% | +241.8% | +205.4% |
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 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