+377.3%
CSCO vs MET
+245.0%
+132.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -0.8% | +0.7% | +0.2% |
| 30D | -10.7% | -1.4% | -9.3% | -10.3% |
| 3M | -8.7% | +12.5% | -21.3% | -13.6% |
| 6M | +44.9% | +37.1% | +7.8% | +26.1% |
| YTD | +44.1% | +23.8% | +20.3% | +30.4% |
| 1Y | +65.9% | +24.1% | +41.7% | +49.4% |
| 3Y | +109.0% | +65.2% | +43.8% | +63.7% |
| 5Y | +114.8% | +82.3% | +32.5% | +58.4% |
| 10Y | +377.3% | +241.6% | +135.8% | +150.0% |
| All | +377.3% | +245.0% | +132.3% | +150.0% |
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 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