+8.3%
QBTS vs MOD
+818.0%
-809.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.3% |
| 7D | +2.6% | +8.2% | -5.6% | +0.1% |
| 30D | -22.5% | -38.2% | +15.7% | -7.6% |
| 3M | -47.4% | -46.2% | -1.1% | -34.0% |
| 6M | -55.7% | -62.5% | +6.9% | -37.4% |
| YTD | -59.3% | -20.1% | -39.2% | -58.3% |
| 1Y | -63.3% | -29.7% | -33.6% | -60.6% |
| 3Y | +1,379.2% | +136.2% | +1,243.0% | +993.4% |
| 5Y | +8.3% | +820.4% | -812.0% | -27.5% |
| All | +8.3% | +818.0% | -809.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling