+63.3%
QBTS vs MET
+147.7%
-84.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | -2.4% | +1.2% | -3.6% | -3.0% |
| 30D | -22.5% | +1.4% | -23.9% | -23.4% |
| 3M | -40.0% | +17.7% | -57.7% | -45.6% |
| 6M | -12.3% | +35.0% | -47.3% | -25.5% |
| YTD | -36.6% | +26.3% | -62.9% | -44.4% |
| 1Y | +8.4% | +22.8% | -14.4% | -3.5% |
| 3Y | +1,380.4% | +65.9% | +1,314.4% | +1,082.5% |
| 5Y | +69.7% | +85.4% | -15.7% | +31.0% |
| All | +63.3% | +147.7% | -84.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling