+5.2%
QBTS vs MOD
+718.7%
-713.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +5.7% | +12.3% | +16.0% |
| 7D | +0.3% | -25.5% | +25.8% | +10.4% |
| 30D | -29.8% | -49.0% | +19.2% | -11.6% |
| 3M | -45.0% | -49.8% | +4.9% | -30.4% |
| 6M | -55.2% | -64.8% | +9.6% | -36.8% |
| YTD | -59.2% | -27.6% | -31.5% | -56.5% |
| 1Y | -62.4% | -35.2% | -27.2% | -58.5% |
| 3Y | +1,264.0% | +137.1% | +1,126.8% | +991.2% |
| 5Y | +8.8% | +760.3% | -751.5% | -18.7% |
| All | +5.2% | +718.7% | -713.5% | -18.7% |
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