+345.6%
AVGO vs MET
+66.4%
+279.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -13.8% | -2.3% | -11.5% | -13.3% |
| 3M | -6.9% | +13.9% | -20.8% | -11.7% |
| 6M | +11.9% | +34.8% | -22.9% | -1.4% |
| YTD | +6.9% | +23.5% | -16.7% | -2.9% |
| 1Y | +7.4% | +23.4% | -16.0% | -2.8% |
| 3Y | +345.6% | +64.9% | +280.7% | +250.1% |
| All | +345.6% | +66.4% | +279.1% | +250.1% |
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