-65.1%
QBTS vs MAR
+62.0%
-127.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -11.8% | +7.7% | -19.5% | -12.4% |
| 30D | -33.6% | +19.4% | -53.0% | -34.8% |
| 3M | -52.5% | +23.3% | -75.8% | -53.5% |
| 6M | -50.4% | +22.8% | -73.2% | -52.3% |
| YTD | -60.3% | +37.8% | -98.1% | -62.4% |
| 1Y | -65.1% | +57.4% | -122.5% | -71.8% |
| All | -65.1% | +62.0% | -127.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling