+13.0%
QBTS vs MLM
+106.3%
-93.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +6.4% |
| 7D | +13.7% | -3.8% | +17.5% | +15.6% |
| 30D | -21.3% | +11.0% | -32.3% | -24.5% |
| 3M | -44.7% | -3.1% | -41.7% | -44.2% |
| 6M | -49.2% | -9.8% | -39.4% | -47.7% |
| YTD | -56.1% | -14.4% | -41.8% | -53.9% |
| 1Y | -61.1% | -12.6% | -48.6% | -59.5% |
| 3Y | +1,511.0% | +19.7% | +1,491.2% | +1,445.8% |
| 5Y | +16.6% | +29.8% | -13.2% | +13.4% |
| All | +13.0% | +106.3% | -93.3% | +13.6% |
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