-22.2%
AMAT vs MET
+23.7%
-45.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.3% |
| 7D | -14.7% | -1.2% | -13.5% | -14.9% |
| 30D | -36.1% | +3.2% | -39.3% | -33.5% |
| 3M | -36.9% | -1.1% | -35.8% | -36.9% |
| 6M | -22.2% | +25.0% | -47.2% | -4.5% |
| All | -22.2% | +23.7% | -45.9% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling