+72.0%
QBTS vs MGY
+88.8%
-16.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.3% | +3.5% | -2.2% | +0.5% |
| 30D | -19.0% | +5.3% | -24.3% | -20.0% |
| 3M | -29.5% | +2.6% | -32.1% | -30.6% |
| 6M | -11.2% | -3.3% | -7.9% | -12.3% |
| YTD | -35.8% | +29.2% | -65.0% | -42.4% |
| 1Y | +1.7% | +18.0% | -16.3% | -6.1% |
| 3Y | +1,470.1% | +30.0% | +1,440.1% | +1,276.3% |
| All | +72.0% | +88.8% | -16.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling