+63.3%
QBTS vs MTZ
+251.3%
-187.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.4% |
| 7D | -2.4% | -1.6% | -0.8% | -1.7% |
| 30D | -22.5% | -11.1% | -11.4% | -17.9% |
| 3M | -40.0% | -36.7% | -3.3% | -26.4% |
| 6M | -12.3% | -21.9% | +9.6% | -2.2% |
| YTD | -36.6% | +9.1% | -45.7% | -39.4% |
| 1Y | +8.4% | +30.0% | -21.5% | -2.3% |
| 3Y | +1,380.4% | +138.5% | +1,241.9% | +956.8% |
| 5Y | +69.7% | +158.3% | -88.6% | +26.5% |
| All | +63.3% | +251.3% | -187.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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