+64.1%
QBTS vs MAR
+162.7%
-98.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.4% |
| 30D | -17.6% | -5.7% | -12.0% | -16.3% |
| 3M | -28.3% | -14.6% | -13.7% | -25.1% |
| 6M | -11.2% | +1.3% | -12.5% | -12.3% |
| YTD | -36.3% | +6.7% | -43.0% | -38.3% |
| 1Y | +3.9% | +26.4% | -22.6% | -5.4% |
| 3Y | +1,728.8% | +64.7% | +1,664.0% | +1,472.3% |
| 5Y | +70.9% | +153.1% | -82.2% | +42.7% |
| All | +64.1% | +162.7% | -98.6% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling