+63.3%
QBTS vs MKC
-36.5%
+99.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.5% |
| 7D | -2.4% | -5.9% | +3.5% | -3.2% |
| 30D | -22.5% | -0.9% | -21.6% | -22.6% |
| 3M | -40.0% | +12.7% | -52.7% | -39.1% |
| 6M | -12.3% | -19.3% | +7.0% | -14.3% |
| YTD | -36.6% | -22.2% | -14.4% | -38.1% |
| 1Y | +8.4% | -23.3% | +31.8% | +6.3% |
| 3Y | +1,380.4% | -30.0% | +1,410.4% | +1,309.0% |
| 5Y | +69.7% | -33.8% | +103.5% | +62.7% |
| All | +63.3% | -36.5% | +99.8% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling