-65.1%
QBTS vs MULL
+444.9%
-510.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.8% | +13.9% | +3.1% |
| 7D | -11.8% | -35.9% | +24.1% | -3.2% |
| 30D | -33.6% | -47.3% | +13.7% | -24.5% |
| 3M | -52.5% | -30.6% | -21.9% | -49.6% |
| 6M | -50.4% | +13.7% | -64.1% | -58.3% |
| YTD | -60.3% | +272.1% | -332.4% | -76.6% |
| 1Y | -65.1% | +475.1% | -540.2% | -82.3% |
| All | -65.1% | +444.9% | -510.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling