-5.8%
QBTS vs MKC
-42.1%
+36.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.7% |
| 7D | -10.5% | -3.0% | -7.5% | -10.9% |
| 30D | -20.5% | +4.8% | -25.4% | -19.9% |
| 3M | -54.3% | -12.8% | -41.4% | -54.9% |
| 6M | -55.4% | +5.0% | -60.4% | -55.1% |
| YTD | -63.4% | -29.1% | -34.4% | -64.7% |
| 1Y | -59.1% | -26.4% | -32.7% | -60.3% |
| 3Y | +1,216.8% | -21.6% | +1,238.4% | +1,165.5% |
| 5Y | -2.6% | -35.2% | +32.6% | -7.7% |
| All | -5.8% | -42.1% | +36.3% | -11.4% |
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