+4.9%
QBTS vs MLM
+103.6%
-98.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.6% | -5.8% | +8.4% | +5.2% |
| 30D | -22.5% | +9.8% | -32.3% | -25.3% |
| 3M | -47.4% | -5.2% | -42.2% | -46.3% |
| 6M | -55.7% | -10.3% | -45.4% | -54.2% |
| YTD | -59.3% | -15.5% | -43.8% | -57.0% |
| 1Y | -63.3% | -15.0% | -48.2% | -61.3% |
| 3Y | +1,379.2% | +17.5% | +1,361.7% | +1,327.9% |
| 5Y | +8.3% | +30.5% | -22.2% | +5.9% |
| All | +4.9% | +103.6% | -98.7% | +6.0% |
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