+32,043.9%
AVGO vs MET
+429.4%
+31,614.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +6.0% |
| 7D | +25.0% | +2.1% | +22.9% | +23.9% |
| 30D | +2.0% | +1.8% | +0.2% | +1.2% |
| 3M | -12.3% | +6.0% | -18.3% | -14.9% |
| 6M | -12.8% | +31.1% | -43.9% | -24.1% |
| YTD | +5.9% | +32.6% | -26.7% | -8.8% |
| 1Y | +3.3% | +30.5% | -27.1% | -10.5% |
| 3Y | +293.1% | +83.6% | +209.5% | +184.4% |
| 5Y | +606.7% | +84.2% | +522.5% | +403.6% |
| 10Y | +2,733.6% | +196.6% | +2,537.0% | +1,373.1% |
| All | +32,043.9% | +429.4% | +31,614.5% | +11,816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling