+117.9%
MRK vs QBTS
+63.9%
+54.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.5% |
| 7D | -4.3% | +1.3% | -5.6% | -4.3% |
| 30D | +8.3% | -19.0% | +27.3% | +8.3% |
| 3M | +20.0% | -29.5% | +49.5% | +20.1% |
| 6M | +25.7% | -11.2% | +36.8% | +25.7% |
| YTD | +38.7% | -35.8% | +74.5% | +38.7% |
| 1Y | +74.7% | +1.7% | +73.0% | +74.8% |
| 3Y | +45.4% | +1,470.1% | -1,424.7% | +47.2% |
| 5Y | +129.0% | +72.3% | +56.7% | +133.3% |
| All | +117.9% | +63.9% | +54.0% | +121.2% |
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 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