-3.1%
QBTS vs MLM
+101.0%
-104.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.3% | -7.1% |
| 7D | +8.7% | -2.0% | +10.7% | +9.6% |
| 30D | -26.5% | +9.5% | -36.0% | -29.1% |
| 3M | -52.6% | -4.7% | -47.8% | -51.7% |
| 6M | -56.0% | -10.7% | -45.3% | -54.5% |
| YTD | -62.4% | -16.6% | -45.8% | -60.1% |
| 1Y | -62.7% | -15.4% | -47.3% | -60.7% |
| 3Y | +1,266.7% | +15.9% | +1,250.7% | +1,226.5% |
| 5Y | +0.2% | +27.1% | -26.9% | -1.5% |
| All | -3.1% | +101.0% | -104.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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