+2,660.6%
AVGO vs MET
+197.3%
+2,463.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -5.1% |
| 7D | +18.2% | +4.5% | +13.7% | +16.0% |
| 30D | +0.2% | +3.5% | -3.3% | -1.3% |
| 3M | -16.8% | +5.9% | -22.7% | -19.1% |
| 6M | -16.5% | +33.1% | -49.5% | -27.3% |
| YTD | +0.8% | +33.6% | -32.8% | -12.9% |
| 1Y | +2.8% | +32.7% | -29.9% | -11.0% |
| 3Y | +278.5% | +85.0% | +193.5% | +175.8% |
| 5Y | +573.1% | +85.6% | +487.5% | +384.5% |
| All | +2,660.6% | +197.3% | +2,463.3% | +1,391.9% |
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