+1,500.0%
QBTS vs MKC
-31.2%
+1,531.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.2% |
| 7D | +3.8% | -4.3% | +8.1% | +3.2% |
| 30D | -15.2% | -3.1% | -12.1% | -15.5% |
| 3M | -27.2% | +6.8% | -34.0% | -26.7% |
| 6M | -10.1% | -18.3% | +8.3% | -12.0% |
| YTD | -34.5% | -23.1% | -11.5% | -36.1% |
| 1Y | +6.0% | -23.7% | +29.7% | +4.1% |
| All | +1,500.0% | -31.2% | +1,531.2% | +1,337.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling