+1,162.1%
AMAT vs MET
+222.3%
+939.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.1% |
| 7D | -14.7% | -1.2% | -13.5% | -14.0% |
| 30D | -36.1% | +3.2% | -39.3% | -37.4% |
| 3M | -36.9% | -1.1% | -35.8% | -36.9% |
| 6M | -22.2% | +25.0% | -47.2% | -33.2% |
| YTD | +29.9% | +27.9% | +2.1% | +9.5% |
| 1Y | +43.3% | +32.9% | +10.4% | +17.7% |
| 3Y | +142.7% | +78.8% | +63.9% | +61.9% |
| 5Y | +126.2% | +79.6% | +46.6% | +48.8% |
| All | +1,162.1% | +222.3% | +939.8% | +533.1% |
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