+1,511.0%
QBTS vs MOD
+148.6%
+1,362.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.9% | -2.5% | +2.7% |
| 7D | +13.7% | -13.9% | +27.6% | +20.3% |
| 30D | -21.3% | -41.5% | +20.3% | +0.2% |
| 3M | -44.7% | -45.7% | +1.0% | -27.6% |
| 6M | -49.2% | -61.1% | +11.9% | -23.9% |
| YTD | -56.1% | -20.5% | -35.6% | -56.1% |
| 1Y | -61.1% | -32.1% | -29.0% | -58.1% |
| 3Y | +1,511.0% | +146.5% | +1,364.5% | +465.4% |
| All | +1,511.0% | +148.6% | +1,362.4% | +465.4% |
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