+1,457.0%
QBTS vs MXL
+200.2%
+1,256.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.9% |
| 7D | -1.0% | +16.6% | -17.6% | -5.1% |
| 30D | -17.6% | +0.5% | -18.1% | -18.1% |
| 3M | -28.3% | -3.6% | -24.7% | -30.1% |
| 6M | -11.2% | +328.0% | -339.2% | -53.6% |
| YTD | -36.3% | +297.8% | -334.1% | -65.9% |
| 1Y | +3.9% | +339.4% | -335.6% | -46.7% |
| All | +1,457.0% | +200.2% | +1,256.8% | +650.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling