+15.8%
BABA vs MET
+227.5%
-211.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -5.4% | +4.0% | -9.4% | -6.7% |
| 3M | -17.9% | +4.6% | -22.5% | -19.4% |
| 6M | -24.1% | +32.8% | -56.9% | -31.4% |
| YTD | -27.4% | +32.3% | -59.7% | -34.5% |
| 1Y | -36.1% | +37.1% | -73.2% | -43.1% |
| 3Y | +35.4% | +86.8% | -51.5% | +6.3% |
| 5Y | -30.1% | +87.4% | -117.5% | -45.2% |
| 10Y | +15.8% | +209.9% | -194.1% | -20.3% |
| All | +15.8% | +227.5% | -211.6% | -20.3% |
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