+1,457.0%
QBTS vs MTCH
-2.2%
+1,459.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -1.0% | -1.4% | +0.5% | -0.6% |
| 30D | -17.6% | +13.6% | -31.3% | -20.6% |
| 3M | -28.3% | +22.4% | -50.7% | -32.0% |
| 6M | -11.2% | +37.2% | -48.4% | -17.5% |
| YTD | -36.3% | +31.8% | -68.1% | -40.4% |
| 1Y | +3.9% | +12.9% | -9.0% | -0.4% |
| All | +1,457.0% | -2.2% | +1,459.2% | +1,260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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