+17.1%
BABA vs MET
+222.3%
-205.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +11.6% | -1.2% | +12.8% | +12.0% |
| 30D | +2.3% | +3.2% | -0.9% | +1.1% |
| 3M | -13.7% | -1.1% | -12.6% | -13.6% |
| 6M | -21.9% | +25.0% | -46.9% | -27.9% |
| YTD | -24.6% | +27.9% | -52.5% | -31.1% |
| 1Y | -34.1% | +32.9% | -67.0% | -40.6% |
| 3Y | +36.3% | +78.8% | -42.5% | +9.0% |
| 5Y | -26.7% | +79.6% | -106.3% | -41.5% |
| All | +17.1% | +222.3% | -205.2% | -15.1% |
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