+4.9%
QBTS vs MAR
+242.6%
-237.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -22.5% | +16.2% | -38.7% | -25.9% |
| 3M | -47.4% | +23.1% | -70.4% | -50.7% |
| 6M | -55.7% | +22.0% | -77.6% | -58.7% |
| YTD | -59.3% | +39.2% | -98.4% | -63.7% |
| 1Y | -63.3% | +48.3% | -111.5% | -68.0% |
| 3Y | +1,379.2% | +123.4% | +1,255.8% | +1,066.7% |
| 5Y | +8.3% | +185.4% | -177.0% | -16.2% |
| All | +4.9% | +242.6% | -237.7% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling