+1,839.6%
QBTS vs MTB
+118.5%
+1,721.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +7.0% |
| 7D | +6.8% | +2.8% | +4.1% | +4.5% |
| 30D | -14.9% | -4.2% | -10.7% | -12.0% |
| 3M | -31.6% | +7.8% | -39.4% | -36.7% |
| 6M | -4.9% | +14.8% | -19.8% | -16.9% |
| YTD | -32.4% | +20.8% | -53.2% | -43.8% |
| 1Y | +14.6% | +23.1% | -8.5% | -6.2% |
| 3Y | +1,839.6% | +114.8% | +1,724.8% | +722.7% |
| All | +1,839.6% | +118.5% | +1,721.1% | +722.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling