+308.5%
CSCO vs MET
+197.3%
+111.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.6% |
| 7D | +1.9% | +4.5% | -2.5% | +0.1% |
| 30D | -15.8% | +3.5% | -19.4% | -17.1% |
| 3M | -15.4% | +5.9% | -21.3% | -17.6% |
| 6M | -5.4% | +33.1% | -38.5% | -16.7% |
| YTD | +26.5% | +33.6% | -7.1% | +10.6% |
| 1Y | +25.9% | +32.7% | -6.8% | +10.2% |
| 3Y | +97.5% | +85.0% | +12.5% | +47.1% |
| 5Y | +93.0% | +85.6% | +7.4% | +41.1% |
| All | +308.5% | +197.3% | +111.2% | +120.1% |
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