+2,761.7%
AVGO vs MET
+248.0%
+2,513.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | +1.0% | -2.5% | +3.5% | +2.0% |
| 30D | -13.3% | 0.0% | -13.3% | -13.4% |
| 3M | -2.9% | +13.1% | -15.9% | -8.6% |
| 6M | +5.7% | +39.0% | -33.3% | -9.6% |
| YTD | +4.6% | +25.2% | -20.6% | -6.7% |
| 1Y | -1.6% | +25.6% | -27.3% | -12.9% |
| 3Y | +336.2% | +67.1% | +269.1% | +234.5% |
| 5Y | +695.6% | +85.1% | +610.5% | +476.3% |
| All | +2,761.7% | +248.0% | +2,513.7% | +1,440.5% |
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 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