+65.5%
QBTS vs MRNA
-9.8%
+75.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | -19.0% | +126.1% | -145.1% | -32.2% |
| 3M | -29.5% | +190.0% | -219.5% | -44.4% |
| 6M | -11.2% | +157.2% | -168.4% | -28.0% |
| YTD | -35.8% | +388.2% | -424.0% | -54.7% |
| 1Y | +1.7% | +467.0% | -465.3% | -30.4% |
| 3Y | +1,470.1% | +36.1% | +1,434.0% | +1,137.0% |
| 5Y | +72.3% | -68.0% | +140.3% | +39.6% |
| All | +65.5% | -9.8% | +75.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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