+65.5%
QBTS vs MXL
+142.7%
-77.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.9% |
| 7D | +1.3% | +18.9% | -17.5% | -2.9% |
| 30D | -19.0% | +0.3% | -19.3% | -19.4% |
| 3M | -29.5% | -8.0% | -21.4% | -30.2% |
| 6M | -11.2% | +341.2% | -352.4% | -46.7% |
| YTD | -35.8% | +327.8% | -363.6% | -61.3% |
| 1Y | +1.7% | +364.9% | -363.2% | -40.1% |
| 3Y | +1,470.1% | +229.2% | +1,240.9% | +792.8% |
| 5Y | +72.3% | +42.8% | +29.5% | +1.9% |
| All | +65.5% | +142.7% | -77.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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