+63.3%
QBTS vs MOD
+1,549.7%
-1,486.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.9% |
| 7D | -2.4% | +9.6% | -12.0% | -5.6% |
| 30D | -22.5% | 0.0% | -22.5% | -22.4% |
| 3M | -40.0% | -35.4% | -4.6% | -30.8% |
| 6M | -12.3% | -7.3% | -5.0% | -11.7% |
| YTD | -36.6% | +45.8% | -82.4% | -46.7% |
| 1Y | +8.4% | +43.1% | -34.7% | -8.4% |
| 3Y | +1,380.4% | +297.7% | +1,082.7% | +859.1% |
| 5Y | +69.7% | +1,478.8% | -1,409.0% | +0.2% |
| All | +63.3% | +1,549.7% | -1,486.3% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling