+1,354.4%
MU vs QBTS
+72.4%
+1,282.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.2% | -2.1% |
| 7D | +7.2% | +6.8% | +0.3% | +6.6% |
| 30D | +14.0% | -14.9% | +28.9% | +15.3% |
| 3M | +5.4% | -31.6% | +37.0% | +8.2% |
| 6M | +170.3% | -4.9% | +175.2% | +169.2% |
| YTD | +250.7% | -32.4% | +283.1% | +255.7% |
| 1Y | +662.1% | +14.6% | +647.5% | +642.1% |
| 3Y | +1,341.2% | +1,839.6% | -498.4% | +1,122.9% |
| 5Y | +1,319.3% | +81.2% | +1,238.1% | +1,119.2% |
| All | +1,354.4% | +72.4% | +1,282.0% | +1,213.7% |
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