-35.3%
BABA vs MET
+35.0%
-70.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.6% |
| 7D | +4.3% | +3.9% | +0.4% | +3.8% |
| 30D | -5.0% | +6.8% | -11.8% | -5.7% |
| 3M | -18.4% | +7.7% | -26.0% | -19.2% |
| 6M | -20.3% | +32.9% | -53.2% | -25.5% |
| YTD | -27.5% | +33.9% | -61.4% | -33.5% |
| 1Y | -35.3% | +33.0% | -68.3% | -41.0% |
| All | -35.3% | +35.0% | -70.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling