+65.5%
QBTS vs MTB
+128.1%
-62.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -19.0% | -4.8% | -14.2% | -17.0% |
| 3M | -29.5% | +6.0% | -35.4% | -32.1% |
| 6M | -11.2% | +19.6% | -30.8% | -19.6% |
| YTD | -35.8% | +21.5% | -57.2% | -42.5% |
| 1Y | +1.7% | +24.7% | -23.0% | -10.0% |
| 3Y | +1,470.1% | +108.6% | +1,361.5% | +1,009.8% |
| 5Y | +72.3% | +106.7% | -34.4% | +22.1% |
| All | +65.5% | +128.1% | -62.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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