+68.7%
QBTS vs MGY
+288.5%
-219.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.3% |
| 7D | +3.8% | +1.5% | +2.3% | +3.6% |
| 30D | -15.2% | +6.8% | -22.0% | -16.2% |
| 3M | -27.2% | +2.6% | -29.8% | -28.1% |
| 6M | -10.1% | -3.1% | -7.0% | -10.9% |
| YTD | -34.5% | +29.4% | -63.9% | -39.6% |
| 1Y | +6.0% | +22.3% | -16.3% | -0.8% |
| 3Y | +1,779.3% | +26.6% | +1,752.7% | +1,619.3% |
| 5Y | +75.4% | +92.1% | -16.7% | +60.9% |
| All | +68.7% | +288.5% | -219.9% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling