+903.4%
MU vs QBTS
+4.2%
+899.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +18.0% | -12.9% | +3.6% |
| 7D | -22.0% | +0.3% | -22.3% | -22.0% |
| 30D | -36.6% | -29.8% | -6.7% | -34.7% |
| 3M | -21.7% | -45.0% | +23.3% | -17.9% |
| 6M | +3.5% | -55.2% | +58.7% | +9.7% |
| YTD | +141.9% | -59.2% | +201.1% | +155.7% |
| 1Y | +189.8% | -62.4% | +252.2% | +206.5% |
| 3Y | +855.4% | +1,264.0% | -408.6% | +744.9% |
| 5Y | +869.2% | +8.8% | +860.4% | +770.7% |
| All | +903.4% | +4.2% | +899.2% | +844.6% |
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 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