+976.6%
QBTS vs MULL
+2,561.4%
-1,584.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.8% | -13.2% | -4.9% |
| 7D | -2.4% | +17.3% | -19.7% | -7.3% |
| 30D | -22.5% | +23.5% | -46.0% | -28.0% |
| 3M | -40.0% | -24.0% | -16.0% | -42.9% |
| 6M | -12.3% | +276.7% | -289.1% | -57.8% |
| YTD | -36.6% | +565.1% | -601.7% | -77.5% |
| 1Y | +8.4% | +2,802.6% | -2,794.2% | -82.5% |
| All | +976.6% | +2,561.4% | -1,584.7% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling