+16.7%
BABA vs MET
+247.1%
-230.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -12.3% | -2.3% | -9.9% | -11.7% |
| 3M | -5.3% | +13.9% | -19.2% | -9.7% |
| 6M | -13.1% | +34.8% | -47.9% | -21.7% |
| YTD | -22.4% | +23.5% | -46.0% | -28.2% |
| 1Y | -19.5% | +23.4% | -42.9% | -25.6% |
| 3Y | +32.9% | +64.9% | -31.9% | +9.3% |
| 5Y | -29.9% | +82.0% | -111.9% | -44.1% |
| 10Y | +16.7% | +244.4% | -227.6% | -26.4% |
| All | +16.7% | +247.1% | -230.4% | -26.4% |
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