+114.2%
CSCO vs MET
+1,366.8%
-1,252.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +4.0% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | -16.7% | +4.0% | -20.7% | -17.8% |
| 3M | -18.4% | +4.6% | -23.0% | -19.8% |
| 6M | +2.9% | +32.8% | -29.9% | -6.9% |
| YTD | +30.4% | +32.3% | -1.9% | +17.7% |
| 1Y | +41.4% | +37.1% | +4.2% | +26.0% |
| 3Y | +104.7% | +86.8% | +17.8% | +62.6% |
| 5Y | +96.9% | +87.4% | +9.6% | +54.5% |
| 10Y | +321.5% | +209.9% | +111.6% | +166.7% |
| All | +114.2% | +1,366.8% | -1,252.7% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling