+5.2%
QBTS vs MLM
+101.3%
-96.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.8% | +19.8% | +18.7% |
| 7D | +0.3% | -4.1% | +4.4% | +2.0% |
| 30D | -29.8% | +8.2% | -38.0% | -32.1% |
| 3M | -45.0% | -3.6% | -41.4% | -44.3% |
| 6M | -55.2% | -15.6% | -39.6% | -52.6% |
| YTD | -59.2% | -16.4% | -42.7% | -56.7% |
| 1Y | -62.4% | -14.3% | -48.0% | -60.5% |
| 3Y | +1,264.0% | +19.3% | +1,244.7% | +1,217.0% |
| 5Y | +8.8% | +29.6% | -20.8% | +6.7% |
| All | +5.2% | +101.3% | -96.1% | +6.7% |
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