+1,055.8%
QBTS vs MOD
+116.8%
+939.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.3% | -5.5% | -9.4% |
| 7D | -21.7% | -34.2% | +12.4% | -6.1% |
| 30D | -42.7% | -51.9% | +9.2% | -20.3% |
| 3M | -57.7% | -53.0% | -4.7% | -40.8% |
| 6M | -58.0% | -66.4% | +8.4% | -32.8% |
| YTD | -65.4% | -31.5% | -33.8% | -62.9% |
| 1Y | -70.8% | -39.6% | -31.3% | -67.0% |
| All | +1,055.8% | +116.8% | +939.0% | +324.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling