+65.5%
QBTS vs MDLZ
+27.4%
+38.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.3% | +1.9% | -0.6% | +1.9% |
| 30D | -19.0% | +0.4% | -19.4% | -18.8% |
| 3M | -29.5% | -0.6% | -28.8% | -28.8% |
| 6M | -11.2% | +14.7% | -25.9% | -7.5% |
| YTD | -35.8% | +18.0% | -53.7% | -32.6% |
| 1Y | +1.7% | +4.1% | -2.4% | +4.3% |
| 3Y | +1,470.1% | -4.6% | +1,474.7% | +1,510.6% |
| 5Y | +72.3% | +18.4% | +53.9% | +85.4% |
| All | +65.5% | +27.4% | +38.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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