-55.7%
QBTS vs MAR
+22.9%
-78.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | +2.6% | +1.0% | +1.6% | +3.1% |
| 30D | -22.5% | +16.2% | -38.7% | -18.2% |
| 3M | -47.4% | +23.1% | -70.4% | -43.1% |
| 6M | -55.7% | +22.0% | -77.6% | -47.1% |
| All | -55.7% | +22.9% | -78.6% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling