+29.1%
ABNB vs MET
+161.4%
-132.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.7% |
| 7D | -1.7% | +4.5% | -6.1% | -4.2% |
| 30D | +11.8% | +3.5% | +8.3% | +9.4% |
| 3M | +0.9% | +5.9% | -5.0% | -2.8% |
| 6M | +40.5% | +33.1% | +7.4% | +16.9% |
| YTD | +37.6% | +33.6% | +4.0% | +13.9% |
| 1Y | +54.1% | +32.7% | +21.4% | +28.1% |
| 3Y | +56.8% | +85.0% | -28.3% | +3.7% |
| 5Y | -9.6% | +85.6% | -95.2% | -39.8% |
| All | +29.1% | +161.4% | -132.3% | -18.4% |
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