+2,423.9%
MUU vs QBTS
+1,747.0%
+676.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.6% |
| 7D | +3.6% | -1.0% | +4.5% | +3.6% |
| 30D | +22.3% | -17.6% | +40.0% | +29.0% |
| 3M | -8.2% | -28.3% | +20.1% | +1.6% |
| 6M | +256.3% | -11.2% | +267.5% | +270.8% |
| YTD | +534.4% | -36.3% | +570.7% | +606.0% |
| 1Y | +2,163.5% | +3.9% | +2,159.6% | +2,080.9% |
| All | +2,423.9% | +1,747.0% | +676.9% | +1,406.1% |
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