-10.8%
QBTS vs MOD
+674.5%
-685.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.3% | -5.5% | -10.2% |
| 7D | -21.7% | -34.2% | +12.4% | -10.1% |
| 30D | -42.7% | -51.9% | +9.2% | -26.4% |
| 3M | -57.7% | -53.0% | -4.7% | -45.3% |
| 6M | -58.0% | -66.4% | +8.4% | -39.9% |
| YTD | -65.4% | -31.5% | -33.8% | -62.5% |
| 1Y | -70.8% | -39.6% | -31.3% | -67.1% |
| 3Y | +930.8% | +116.8% | +813.9% | +744.2% |
| 5Y | -7.8% | +713.8% | -721.6% | -29.9% |
| All | -10.8% | +674.5% | -685.3% | -29.9% |
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