+45.9%
CSCO vs MET
+35.0%
+10.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -6.1% | +3.9% | -9.9% | -6.6% |
| 30D | -8.2% | +6.8% | -15.0% | -9.2% |
| 3M | -14.6% | +7.7% | -22.2% | -15.7% |
| 6M | +12.7% | +32.9% | -20.2% | +5.1% |
| YTD | +37.0% | +33.9% | +3.1% | +26.4% |
| 1Y | +45.9% | +33.0% | +12.9% | +34.7% |
| All | +45.9% | +35.0% | +10.9% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling