-65.1%
QBTS vs MET
+35.0%
-100.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | -11.8% | +3.9% | -15.7% | -13.4% |
| 30D | -33.6% | +6.8% | -40.5% | -35.9% |
| 3M | -52.5% | +7.7% | -60.1% | -54.7% |
| 6M | -50.4% | +32.9% | -83.3% | -61.6% |
| YTD | -60.3% | +33.9% | -94.2% | -70.1% |
| 1Y | -65.1% | +33.0% | -98.1% | -73.7% |
| All | -65.1% | +35.0% | -100.1% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling