+13.0%
QBTS vs MMM
+59.6%
-46.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.5% |
| 7D | +13.7% | +5.8% | +7.9% | +10.5% |
| 30D | -21.3% | +17.9% | -39.2% | -27.6% |
| 3M | -44.7% | +3.6% | -48.3% | -45.9% |
| 6M | -49.2% | +32.9% | -82.1% | -56.2% |
| YTD | -56.1% | +19.5% | -75.6% | -60.0% |
| 1Y | -61.1% | +16.5% | -77.7% | -64.2% |
| 3Y | +1,511.0% | +167.2% | +1,343.8% | +997.8% |
| 5Y | +16.6% | +48.2% | -31.7% | -20.0% |
| All | +13.0% | +59.6% | -46.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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