+1,216.8%
QBTS vs MET
+85.6%
+1,131.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.4% |
| 7D | -10.5% | +4.5% | -14.9% | -13.2% |
| 30D | -20.5% | +3.5% | -24.1% | -22.6% |
| 3M | -54.3% | +5.9% | -60.2% | -56.4% |
| 6M | -55.4% | +33.1% | -88.5% | -65.7% |
| YTD | -63.4% | +33.6% | -97.0% | -71.9% |
| 1Y | -59.1% | +32.7% | -91.8% | -68.5% |
| 3Y | +1,216.8% | +85.0% | +1,131.8% | +589.1% |
| All | +1,216.8% | +85.6% | +1,131.2% | +589.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling