+75.4%
QBTS vs MAR
+158.8%
-83.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -15.2% | -4.7% | -10.5% | -13.9% |
| 3M | -27.2% | -15.6% | -11.6% | -23.1% |
| 6M | -10.1% | +1.2% | -11.3% | -11.4% |
| YTD | -34.5% | +7.5% | -42.0% | -37.2% |
| 1Y | +6.0% | +26.6% | -20.6% | -5.1% |
| 3Y | +1,779.3% | +66.0% | +1,713.3% | +1,464.2% |
| 5Y | +75.4% | +154.1% | -78.7% | +41.9% |
| All | +75.4% | +158.8% | -83.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling