+11.7%
BABA vs MET
+197.3%
-185.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -13.8% | +4.5% | -18.2% | -15.0% |
| 30D | -15.1% | +3.5% | -18.6% | -16.2% |
| 3M | -22.7% | +5.9% | -28.7% | -24.4% |
| 6M | -34.7% | +33.1% | -67.7% | -41.1% |
| YTD | -35.0% | +33.6% | -68.6% | -41.5% |
| 1Y | -40.4% | +32.7% | -73.1% | -46.3% |
| 3Y | +21.9% | +85.0% | -63.1% | -4.1% |
| 5Y | -39.9% | +85.6% | -125.5% | -52.8% |
| All | +11.7% | +197.3% | -185.6% | -27.1% |
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 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