-10.2%
ADSK vs MET
+35.0%
-45.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +6.4% |
| 7D | +11.4% | +3.9% | +7.6% | +10.2% |
| 30D | +21.9% | +6.8% | +15.1% | +19.6% |
| 3M | +13.9% | +7.7% | +6.2% | +11.5% |
| 6M | +9.1% | +32.9% | -23.8% | +1.7% |
| YTD | -8.8% | +33.9% | -42.6% | -15.6% |
| 1Y | -10.2% | +33.0% | -43.2% | -17.0% |
| All | -10.2% | +35.0% | -45.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling