+1,378.1%
MU vs QBTS
+61.8%
+1,316.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.2% |
| 7D | +9.0% | -2.4% | +11.4% | +9.2% |
| 30D | +13.8% | -22.5% | +36.3% | +16.0% |
| 3M | +2.1% | -40.0% | +42.1% | +5.9% |
| 6M | +153.8% | -12.3% | +166.1% | +154.5% |
| YTD | +256.4% | -36.6% | +293.0% | +263.4% |
| 1Y | +719.8% | +8.4% | +711.3% | +702.2% |
| 3Y | +1,360.4% | +1,380.4% | -20.0% | +1,147.7% |
| 5Y | +1,312.4% | +69.7% | +1,242.7% | +1,121.0% |
| All | +1,378.1% | +61.8% | +1,316.4% | +1,242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling