+678.3%
DELL vs MET
+64.3%
+614.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +8.7% | -0.8% | +9.5% | +9.1% |
| 30D | +16.9% | -1.4% | +18.3% | +17.8% |
| 3M | +40.4% | +12.5% | +27.9% | +31.5% |
| 6M | +267.1% | +37.1% | +230.0% | +206.6% |
| YTD | +329.1% | +23.8% | +305.3% | +278.1% |
| 1Y | +346.9% | +24.1% | +322.8% | +291.6% |
| All | +678.3% | +64.3% | +614.0% | +551.3% |
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