+136.1%
CSCO vs MET
+1,300.1%
-1,164.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.1% |
| 7D | -0.7% | +1.2% | -1.8% | -1.1% |
| 30D | -10.1% | +1.4% | -11.5% | -10.7% |
| 3M | -15.7% | +17.7% | -33.4% | -20.5% |
| 6M | +36.3% | +35.0% | +1.3% | +22.7% |
| YTD | +43.8% | +26.3% | +17.5% | +32.0% |
| 1Y | +63.9% | +22.8% | +41.1% | +51.5% |
| 3Y | +104.4% | +65.9% | +38.4% | +68.9% |
| 5Y | +111.4% | +85.4% | +26.0% | +66.3% |
| 10Y | +361.7% | +253.7% | +108.0% | +180.5% |
| All | +136.1% | +1,300.1% | -1,164.0% | -16.1% |
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 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