-5.8%
QBTS vs MP
+58.2%
-64.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -4.0% |
| 7D | -10.5% | +9.5% | -19.9% | -13.2% |
| 30D | -20.5% | -3.0% | -17.6% | -19.3% |
| 3M | -54.3% | -30.4% | -23.9% | -48.0% |
| 6M | -55.4% | -39.2% | -16.2% | -46.8% |
| YTD | -63.4% | -23.3% | -40.2% | -58.4% |
| 1Y | -59.1% | -32.6% | -26.5% | -51.7% |
| 3Y | +1,216.8% | +159.3% | +1,057.5% | +1,031.1% |
| 5Y | -2.6% | -16.4% | +13.8% | -12.5% |
| All | -5.8% | +58.2% | -64.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling