+591.6%
QBTS vs MULL
+1,351.1%
-759.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +24.0% | -22.4% | -5.6% |
| 7D | +2.6% | -2.5% | +5.1% | +1.2% |
| 30D | -22.5% | -40.1% | +17.6% | -12.6% |
| 3M | -47.4% | -28.2% | -19.2% | -45.1% |
| 6M | -55.7% | -39.6% | -16.1% | -59.3% |
| YTD | -59.3% | +262.6% | -321.9% | -83.5% |
| 1Y | -63.3% | +366.2% | -429.5% | -87.1% |
| All | +591.6% | +1,351.1% | -759.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling