+13.0%
QBTS vs MDB
+4.6%
+8.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.7% | +6.2% |
| 7D | +13.7% | -0.9% | +14.6% | +14.3% |
| 30D | -21.3% | -15.2% | -6.1% | -17.5% |
| 3M | -44.7% | -17.9% | -26.8% | -42.3% |
| 6M | -49.2% | +9.3% | -58.5% | -50.9% |
| YTD | -56.1% | -22.0% | -34.1% | -54.6% |
| 1Y | -61.1% | -9.3% | -51.8% | -61.2% |
| 3Y | +1,511.0% | -10.4% | +1,521.3% | +1,409.1% |
| 5Y | +16.6% | -43.2% | +59.8% | +8.7% |
| All | +13.0% | +4.6% | +8.4% | +4.2% |
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