+64.1%
QBTS vs MCK
+414.4%
-350.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -3.2% |
| 7D | -1.0% | -4.4% | +3.4% | -2.8% |
| 30D | -17.6% | -2.2% | -15.4% | -18.4% |
| 3M | -28.3% | +11.6% | -39.9% | -24.0% |
| 6M | -11.2% | -4.9% | -6.2% | -10.3% |
| YTD | -36.3% | +7.7% | -44.0% | -31.6% |
| 1Y | +3.9% | +25.2% | -21.3% | +17.5% |
| 3Y | +1,728.8% | +112.1% | +1,616.6% | +2,384.6% |
| 5Y | +70.9% | +345.8% | -275.0% | +140.4% |
| All | +64.1% | +414.4% | -350.2% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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