-10.8%
QBTS vs MLM
+105.1%
-115.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -5.2% | -7.7% | -10.8% |
| 7D | -21.7% | -1.2% | -20.5% | -21.2% |
| 30D | -42.7% | +7.9% | -50.6% | -44.4% |
| 3M | -57.7% | -4.5% | -53.2% | -56.9% |
| 6M | -58.0% | -12.6% | -45.3% | -56.1% |
| YTD | -65.4% | -14.9% | -50.5% | -63.6% |
| 1Y | -70.8% | -13.1% | -57.8% | -69.5% |
| 3Y | +930.8% | +21.2% | +909.5% | +889.7% |
| 5Y | -7.8% | +32.0% | -39.8% | -10.1% |
| All | -10.8% | +105.1% | -115.9% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling