+1,321.9%
AMAT vs MET
+197.3%
+1,124.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +11.4% | +4.5% | +6.9% | +8.8% |
| 30D | -17.0% | +3.5% | -20.6% | -18.6% |
| 3M | -30.6% | +5.9% | -36.6% | -33.2% |
| 6M | -14.9% | +33.1% | -48.0% | -29.6% |
| YTD | +44.7% | +33.6% | +11.1% | +18.8% |
| 1Y | +66.9% | +32.7% | +34.2% | +37.4% |
| 3Y | +153.3% | +85.0% | +68.2% | +64.9% |
| 5Y | +146.2% | +85.6% | +60.6% | +58.2% |
| All | +1,321.9% | +197.3% | +1,124.6% | +540.7% |
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 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