+1,254.4%
AAPL vs MET
+248.0%
+1,006.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.1% |
| 7D | -0.5% | -2.5% | +2.0% | +0.5% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | +12.1% | +13.1% | -1.0% | +6.6% |
| 6M | +25.4% | +39.0% | -13.6% | +9.7% |
| YTD | +20.5% | +25.2% | -4.7% | +9.6% |
| 1Y | +44.5% | +25.6% | +18.9% | +31.0% |
| 3Y | +85.8% | +67.1% | +18.7% | +48.8% |
| 5Y | +124.8% | +85.1% | +39.6% | +71.8% |
| All | +1,254.4% | +248.0% | +1,006.3% | +692.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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