+1,216.8%
QBTS vs MDY
+56.8%
+1,160.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.6% |
| 7D | -10.5% | +2.3% | -12.7% | -14.6% |
| 30D | -20.5% | +2.0% | -22.5% | -22.9% |
| 3M | -54.3% | -5.6% | -48.6% | -46.8% |
| 6M | -55.4% | +1.3% | -56.7% | -54.7% |
| YTD | -63.4% | +12.3% | -75.8% | -69.4% |
| 1Y | -59.1% | +15.8% | -74.9% | -67.7% |
| 3Y | +1,216.8% | +56.5% | +1,160.3% | +378.2% |
| All | +1,216.8% | +56.8% | +1,160.0% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling