-31.3%
BABA vs MET
+85.3%
-116.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | -4.8% | +1.2% | -5.9% | -5.2% |
| 30D | -11.9% | +1.4% | -13.3% | -12.6% |
| 3M | -9.3% | +17.7% | -27.0% | -15.9% |
| 6M | -14.2% | +35.0% | -49.2% | -25.4% |
| YTD | -22.0% | +26.3% | -48.3% | -30.3% |
| 1Y | -12.7% | +22.8% | -35.5% | -21.3% |
| 3Y | +26.7% | +65.9% | -39.3% | -6.7% |
| All | -31.3% | +85.3% | -116.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling