+1,272.2%
MUU vs QBTS
+959.9%
+312.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.4% |
| 7D | +24.7% | -10.5% | +35.2% | +29.2% |
| 30D | -35.1% | -20.5% | -14.6% | -29.0% |
| 3M | -44.3% | -54.3% | +10.0% | -28.6% |
| 6M | -44.4% | -55.4% | +11.0% | -27.8% |
| YTD | +244.9% | -63.4% | +308.4% | +362.4% |
| 1Y | +365.6% | -59.1% | +424.7% | +503.8% |
| All | +1,272.2% | +959.9% | +312.4% | +886.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling