+1,216.8%
QBTS vs MAR
+120.6%
+1,096.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -10.5% | +1.6% | -12.1% | -11.3% |
| 30D | -20.5% | +13.8% | -34.3% | -26.1% |
| 3M | -54.3% | +20.3% | -74.5% | -59.0% |
| 6M | -55.4% | +21.3% | -76.7% | -61.0% |
| YTD | -63.4% | +37.2% | -100.7% | -70.9% |
| 1Y | -59.1% | +48.4% | -107.6% | -69.8% |
| 3Y | +1,216.8% | +120.1% | +1,096.7% | +509.7% |
| All | +1,216.8% | +120.6% | +1,096.2% | +509.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling