+966.2%
MU vs QBTS
+11.9%
+954.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.1% | +5.6% |
| 7D | -12.0% | +13.7% | -25.7% | -12.9% |
| 30D | -28.7% | -21.3% | -7.5% | -27.3% |
| 3M | -16.4% | -44.7% | +28.3% | -12.4% |
| 6M | -1.8% | -49.2% | +47.4% | +3.0% |
| YTD | +157.1% | -56.1% | +213.2% | +170.1% |
| 1Y | +208.5% | -61.1% | +269.6% | +225.0% |
| 3Y | +906.2% | +1,511.0% | -604.8% | +783.9% |
| 5Y | +893.4% | +16.6% | +876.8% | +788.1% |
| All | +966.2% | +11.9% | +954.3% | +897.6% |
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