+64.1%
QBTS vs MXL
+125.6%
-61.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.0% |
| 7D | -1.0% | +16.6% | -17.6% | -4.6% |
| 30D | -17.6% | +0.5% | -18.1% | -18.0% |
| 3M | -28.3% | -3.6% | -24.7% | -29.8% |
| 6M | -11.2% | +328.0% | -339.2% | -46.5% |
| YTD | -36.3% | +297.8% | -334.1% | -60.9% |
| 1Y | +3.9% | +339.4% | -335.6% | -38.0% |
| 3Y | +1,728.8% | +201.7% | +1,527.0% | +960.3% |
| 5Y | +70.9% | +32.8% | +38.1% | +2.9% |
| All | +64.1% | +125.6% | -61.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling