+64.1%
QBTS vs MDT
-2.5%
+66.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | -17.6% | +1.0% | -18.7% | -17.8% |
| 3M | -28.3% | +15.2% | -43.5% | -30.2% |
| 6M | -11.2% | +3.7% | -14.9% | -11.4% |
| YTD | -36.3% | -3.0% | -33.3% | -35.6% |
| 1Y | +3.9% | +2.5% | +1.4% | +3.9% |
| 3Y | +1,728.8% | +26.5% | +1,702.3% | +1,660.0% |
| 5Y | +70.9% | -18.3% | +89.2% | +66.6% |
| All | +64.1% | -2.5% | +66.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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