+1,011.7%
QBTS vs MULL
+2,620.5%
-1,608.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -4.7% |
| 7D | +3.8% | +14.8% | -11.0% | -0.8% |
| 30D | -15.2% | +36.6% | -51.8% | -23.7% |
| 3M | -27.2% | -8.9% | -18.3% | -34.2% |
| 6M | -10.1% | +311.9% | -322.0% | -57.9% |
| YTD | -34.5% | +579.8% | -614.4% | -77.0% |
| 1Y | +6.0% | +2,421.5% | -2,415.5% | -81.6% |
| All | +1,011.7% | +2,620.5% | -1,608.8% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling