+13.0%
QBTS vs MOD
+799.6%
-786.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.9% | -2.5% | +3.9% |
| 7D | +13.7% | -13.9% | +27.6% | +18.8% |
| 30D | -21.3% | -41.5% | +20.3% | -5.5% |
| 3M | -44.7% | -45.7% | +1.0% | -32.1% |
| 6M | -49.2% | -61.1% | +11.9% | -30.9% |
| YTD | -56.1% | -20.5% | -35.6% | -54.8% |
| 1Y | -61.1% | -32.1% | -29.0% | -57.8% |
| 3Y | +1,511.0% | +146.5% | +1,364.5% | +1,158.0% |
| 5Y | +16.6% | +812.7% | -796.2% | -15.7% |
| All | +13.0% | +799.6% | -786.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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