+65.5%
QBTS vs MET
+146.5%
-81.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -19.0% | +0.5% | -19.5% | -19.4% |
| 3M | -29.5% | +11.6% | -41.1% | -34.1% |
| 6M | -11.2% | +40.8% | -51.9% | -26.2% |
| YTD | -35.8% | +25.7% | -61.4% | -43.6% |
| 1Y | +1.7% | +24.4% | -22.7% | -10.1% |
| 3Y | +1,470.1% | +67.5% | +1,402.6% | +1,152.0% |
| 5Y | +72.3% | +85.8% | -13.5% | +33.2% |
| All | +65.5% | +146.5% | -81.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling