-3.1%
QBTS vs MDT
+8.3%
-11.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.5% |
| 7D | +8.7% | -3.7% | +12.4% | +9.1% |
| 30D | -26.5% | +8.6% | -35.0% | -27.2% |
| 3M | -52.6% | +12.2% | -64.7% | -53.3% |
| 6M | -56.0% | +33.7% | -89.7% | -58.1% |
| YTD | -62.4% | +7.8% | -70.2% | -62.5% |
| 1Y | -62.7% | +8.9% | -71.6% | -62.9% |
| 3Y | +1,266.7% | +57.6% | +1,209.0% | +1,182.6% |
| 5Y | +0.2% | -0.7% | +0.9% | -3.7% |
| All | -3.1% | +8.3% | -11.4% | -5.5% |
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