+5.2%
QBTS vs MPC
+892.8%
-887.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.2% | +19.2% | +18.1% |
| 7D | +0.3% | -16.2% | +16.5% | +1.8% |
| 30D | -29.8% | -15.7% | -14.1% | -29.0% |
| 3M | -45.0% | +24.9% | -69.9% | -46.7% |
| 6M | -55.2% | +52.7% | -107.8% | -57.7% |
| YTD | -59.2% | +131.9% | -191.0% | -63.9% |
| 1Y | -62.4% | +96.6% | -159.0% | -66.0% |
| 3Y | +1,264.0% | +163.8% | +1,100.2% | +1,076.9% |
| 5Y | +8.8% | +533.1% | -524.4% | -6.2% |
| All | +5.2% | +892.8% | -887.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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