-3.1%
QBTS vs MDB
+8.6%
-11.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | +8.7% | +11.6% | -2.8% | +5.8% |
| 30D | -26.5% | -8.9% | -17.5% | -24.4% |
| 3M | -52.6% | -22.4% | -30.2% | -49.8% |
| 6M | -56.0% | +10.1% | -66.0% | -57.5% |
| YTD | -62.4% | -19.0% | -43.3% | -61.4% |
| 1Y | -62.7% | -7.0% | -55.7% | -63.1% |
| 3Y | +1,266.7% | -9.8% | +1,276.5% | +1,173.5% |
| 5Y | +0.2% | -40.1% | +40.3% | -7.6% |
| All | -3.1% | +8.6% | -11.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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