+63.3%
QBTS vs MAR
+168.6%
-105.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -2.4% | -4.2% | +1.7% | -1.1% |
| 30D | -22.5% | -6.7% | -15.8% | -20.9% |
| 3M | -40.0% | -12.5% | -27.5% | -37.8% |
| 6M | -12.3% | +0.6% | -12.9% | -13.2% |
| YTD | -36.6% | +9.1% | -45.7% | -39.0% |
| 1Y | +8.4% | +26.2% | -17.8% | -1.1% |
| 3Y | +1,380.4% | +68.2% | +1,312.2% | +1,164.8% |
| 5Y | +69.7% | +163.9% | -94.2% | +40.7% |
| All | +63.3% | +168.6% | -105.3% | +36.3% |
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