-5.8%
QBTS vs MMM
+56.1%
-61.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.4% |
| 7D | -10.5% | -0.4% | -10.1% | -10.2% |
| 30D | -20.5% | +12.1% | -32.7% | -25.0% |
| 3M | -54.3% | +1.4% | -55.7% | -54.7% |
| 6M | -55.4% | +26.6% | -82.0% | -60.6% |
| YTD | -63.4% | +16.8% | -80.3% | -66.3% |
| 1Y | -59.1% | +10.1% | -69.2% | -61.3% |
| 3Y | +1,216.8% | +158.4% | +1,058.4% | +810.4% |
| 5Y | -2.6% | +43.1% | -45.7% | -32.5% |
| All | -5.8% | +56.1% | -61.9% | -33.1% |
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