+938.2%
MU vs QBTS
-2.5%
+940.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | +12.8% | -10.5% | +23.3% | +13.9% |
| 30D | -14.9% | -20.5% | +5.7% | -13.1% |
| 3M | -18.0% | -54.3% | +36.2% | -12.8% |
| 6M | -3.1% | -55.4% | +52.3% | +2.8% |
| YTD | +172.9% | -63.4% | +236.3% | +191.0% |
| 1Y | +228.8% | -59.1% | +288.0% | +247.1% |
| 3Y | +950.8% | +1,216.8% | -266.0% | +843.2% |
| All | +938.2% | -2.5% | +940.8% | +799.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling