+65.5%
QBTS vs MCO
+82.7%
-17.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | +1.3% | -3.8% | +5.1% | +3.3% |
| 30D | -19.0% | -0.4% | -18.6% | -19.2% |
| 3M | -29.5% | +7.7% | -37.2% | -33.0% |
| 6M | -11.2% | +7.0% | -18.1% | -15.5% |
| YTD | -35.8% | -6.4% | -29.3% | -34.5% |
| 1Y | +1.7% | -7.6% | +9.3% | +3.9% |
| 3Y | +1,470.1% | +43.2% | +1,426.9% | +1,187.9% |
| 5Y | +72.3% | +29.6% | +42.7% | +43.4% |
| All | +65.5% | +82.7% | -17.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling