+74.1%
QBTS vs MTCH
-70.8%
+144.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +6.9% |
| 7D | +6.8% | -1.8% | +8.6% | +7.2% |
| 30D | -14.9% | +10.4% | -25.3% | -16.9% |
| 3M | -31.6% | +21.0% | -52.6% | -34.4% |
| 6M | -4.9% | +36.6% | -41.6% | -10.8% |
| YTD | -32.4% | +29.7% | -62.1% | -36.1% |
| 1Y | +14.6% | +8.6% | +6.0% | +12.0% |
| 3Y | +1,839.6% | -2.7% | +1,842.3% | +1,777.4% |
| 5Y | +81.2% | -72.9% | +154.2% | +70.6% |
| All | +74.1% | -70.8% | +144.9% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling