+65.5%
QBTS vs MKC
-37.4%
+102.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.9% |
| 7D | +1.3% | -1.5% | +2.8% | +1.1% |
| 30D | -19.0% | -3.1% | -15.9% | -19.3% |
| 3M | -29.5% | +5.2% | -34.7% | -29.0% |
| 6M | -11.2% | -12.8% | +1.7% | -12.4% |
| YTD | -35.8% | -23.3% | -12.5% | -37.4% |
| 1Y | +1.7% | -24.1% | +25.8% | -0.5% |
| 3Y | +1,470.1% | -32.1% | +1,502.2% | +1,389.0% |
| 5Y | +72.3% | -32.8% | +105.1% | +64.8% |
| All | +65.5% | -37.4% | +102.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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