+954.5%
MU vs QBTS
+2.2%
+952.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.4% |
| 7D | -15.2% | +1.1% | -16.3% | -15.2% |
| 30D | -29.5% | -28.1% | -1.5% | -27.5% |
| 3M | -15.8% | -48.1% | +32.3% | -11.2% |
| 6M | -2.9% | -53.6% | +50.7% | +2.6% |
| YTD | +154.2% | -59.9% | +214.2% | +169.1% |
| 1Y | +186.6% | -64.3% | +250.9% | +204.1% |
| 3Y | +871.5% | +1,355.6% | -484.1% | +760.0% |
| 5Y | +911.7% | +6.6% | +905.1% | +810.7% |
| All | +954.5% | +2.2% | +952.2% | +894.1% |
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