+68.7%
QBTS vs MCO
+82.6%
-13.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | +3.8% | -3.1% | +7.0% | +5.5% |
| 30D | -15.2% | -0.5% | -14.7% | -15.3% |
| 3M | -27.2% | +5.7% | -32.9% | -30.2% |
| 6M | -10.1% | +3.0% | -13.1% | -12.6% |
| YTD | -34.5% | -6.5% | -28.0% | -33.2% |
| 1Y | +6.0% | -5.8% | +11.8% | +7.0% |
| 3Y | +1,779.3% | +43.1% | +1,736.1% | +1,442.1% |
| 5Y | +75.4% | +29.5% | +45.9% | +46.0% |
| All | +68.7% | +82.6% | -13.9% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling