-2.9%
ADSK vs MET
+66.8%
-69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.0% |
| 3M | +3.3% | +11.6% | -8.3% | -1.5% |
| 6M | -15.7% | +40.8% | -56.4% | -27.6% |
| YTD | -28.2% | +25.7% | -53.9% | -35.5% |
| 1Y | -34.5% | +24.4% | -58.9% | -41.1% |
| 3Y | -2.9% | +67.5% | -70.4% | -26.7% |
| All | -2.9% | +66.8% | -69.7% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling