+108.5%
CSCO vs MET
+66.4%
+42.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.7% |
| 7D | -0.5% | +1.1% | -1.7% | -1.0% |
| 30D | -10.1% | -2.3% | -7.8% | -9.5% |
| 3M | -11.7% | +13.9% | -25.6% | -16.2% |
| 6M | +40.1% | +34.8% | +5.3% | +24.7% |
| YTD | +43.8% | +23.5% | +20.3% | +31.8% |
| 1Y | +66.6% | +23.4% | +43.2% | +52.2% |
| 3Y | +108.5% | +64.9% | +43.6% | +72.6% |
| All | +108.5% | +66.4% | +42.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling