-2.9%
QBTS vs MET
+85.0%
-87.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -10.5% | +4.5% | -14.9% | -12.6% |
| 30D | -20.5% | +3.5% | -24.1% | -22.1% |
| 3M | -54.3% | +5.9% | -60.2% | -56.0% |
| 6M | -55.4% | +33.1% | -88.5% | -63.2% |
| YTD | -63.4% | +33.6% | -97.0% | -69.9% |
| 1Y | -59.1% | +32.7% | -91.8% | -66.2% |
| 3Y | +1,216.8% | +85.0% | +1,131.8% | +839.0% |
| All | -2.9% | +85.0% | -87.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling