+74.1%
QBTS vs MDB
+13.7%
+60.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.0% | +7.4% |
| 7D | +6.8% | -18.0% | +24.8% | +11.9% |
| 30D | -14.9% | -10.7% | -4.2% | -12.9% |
| 3M | -31.6% | +1.0% | -32.6% | -31.9% |
| 6M | -4.9% | +31.6% | -36.6% | -12.3% |
| YTD | -32.4% | -15.2% | -17.3% | -31.4% |
| 1Y | +14.6% | +10.1% | +4.5% | +9.4% |
| 3Y | +1,839.6% | -5.6% | +1,845.3% | +1,691.9% |
| 5Y | +81.2% | -24.5% | +105.8% | +64.0% |
| All | +74.1% | +13.7% | +60.4% | +57.5% |
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