+118.7%
CSCO vs MET
+1,385.2%
-1,266.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -12.6% | +3.4% | -16.0% | -13.6% |
| 3M | -16.0% | +7.0% | -23.0% | -18.1% |
| 6M | +2.8% | +34.6% | -31.8% | -7.4% |
| YTD | +33.2% | +34.0% | -0.7% | +19.8% |
| 1Y | +43.1% | +35.9% | +7.2% | +27.9% |
| 3Y | +106.7% | +85.5% | +21.2% | +64.6% |
| 5Y | +103.6% | +87.8% | +15.8% | +59.6% |
| 10Y | +330.5% | +199.7% | +130.8% | +175.4% |
| All | +118.7% | +1,385.2% | -1,266.4% | -23.9% |
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