+440.4%
MRVL vs QBTS
+62.5%
+377.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.2% |
| 7D | +8.7% | -1.0% | +9.6% | +8.7% |
| 30D | +6.9% | -17.6% | +24.5% | +8.8% |
| 3M | -10.1% | -28.3% | +18.2% | -7.3% |
| 6M | +143.4% | -11.2% | +154.6% | +144.6% |
| YTD | +167.5% | -36.3% | +203.8% | +174.8% |
| 1Y | +239.0% | +3.9% | +235.1% | +230.9% |
| 3Y | +311.0% | +1,728.8% | -1,417.8% | +189.6% |
| 5Y | +278.0% | +70.9% | +207.1% | +153.0% |
| All | +440.4% | +62.5% | +377.8% | +267.9% |
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