+215.4%
ADSK vs MET
+249.3%
-33.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -14.9% | +0.5% | -15.4% | -15.1% |
| 3M | +3.3% | +11.6% | -8.3% | -2.0% |
| 6M | -15.7% | +40.8% | -56.4% | -28.4% |
| YTD | -28.2% | +25.7% | -53.9% | -36.1% |
| 1Y | -34.5% | +24.4% | -58.9% | -41.6% |
| 3Y | -2.9% | +67.5% | -70.4% | -26.0% |
| 5Y | -25.3% | +85.8% | -111.1% | -46.4% |
| All | +215.4% | +249.3% | -33.9% | +54.1% |
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