+11.7%
BABA vs MET
+195.0%
-183.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.0% | -6.7% |
| 7D | -12.7% | +2.1% | -14.8% | -13.3% |
| 30D | -14.9% | +1.8% | -16.7% | -15.5% |
| 3M | -24.6% | +6.0% | -30.7% | -26.3% |
| 6M | -29.3% | +31.1% | -60.5% | -36.0% |
| YTD | -35.0% | +32.6% | -67.6% | -41.4% |
| 1Y | -39.7% | +30.5% | -70.2% | -45.4% |
| 3Y | +21.2% | +83.6% | -62.4% | -4.4% |
| 5Y | -39.9% | +84.2% | -124.1% | -52.7% |
| All | +11.7% | +195.0% | -183.3% | -26.9% |
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