-2.9%
QBTS vs MPC
+600.5%
-603.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | -10.5% | +11.2% | -21.7% | -11.5% |
| 30D | -20.5% | -14.5% | -6.0% | -19.5% |
| 3M | -54.3% | +16.7% | -70.9% | -55.4% |
| 6M | -55.4% | +67.6% | -123.0% | -58.7% |
| YTD | -63.4% | +157.9% | -221.4% | -68.7% |
| 1Y | -59.1% | +116.7% | -175.8% | -64.1% |
| 3Y | +1,216.8% | +199.8% | +1,017.0% | +989.7% |
| All | -2.9% | +600.5% | -603.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling