+165.0%
AMAT vs MET
+85.5%
+79.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.5% | +7.9% | +10.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -26.9% | +4.0% | -30.9% | -27.8% |
| 3M | -31.2% | +4.6% | -35.8% | -32.4% |
| 6M | -14.7% | +32.8% | -47.5% | -25.2% |
| YTD | +44.7% | +32.3% | +12.4% | +26.4% |
| 1Y | +62.0% | +37.1% | +24.8% | +38.7% |
| 3Y | +165.0% | +86.8% | +78.1% | +90.0% |
| All | +165.0% | +85.5% | +79.5% | +90.0% |
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 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