+74.1%
QBTS vs MMM
+41.8%
+32.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.9% |
| 7D | +6.8% | -1.6% | +8.4% | +7.7% |
| 30D | -14.9% | -8.0% | -6.9% | -11.3% |
| 3M | -31.6% | +9.4% | -41.0% | -34.7% |
| 6M | -4.9% | +10.2% | -15.2% | -9.5% |
| YTD | -32.4% | +6.1% | -38.5% | -34.4% |
| 1Y | +14.6% | +10.8% | +3.8% | +8.7% |
| 3Y | +1,839.6% | +104.8% | +1,734.8% | +1,354.6% |
| 5Y | +81.2% | +27.0% | +54.2% | +32.0% |
| All | +74.1% | +41.8% | +32.3% | +30.1% |
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