+3,047.2%
DELL vs MET
+300.8%
+2,746.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -7.9% | -7.6% |
| 7D | +4.9% | +4.5% | +0.4% | +2.7% |
| 30D | -32.1% | +3.5% | -35.6% | -33.3% |
| 3M | -30.2% | +5.9% | -36.2% | -32.2% |
| 6M | +41.7% | +33.1% | +8.6% | +21.5% |
| YTD | +176.6% | +33.6% | +143.0% | +135.2% |
| 1Y | +159.9% | +32.7% | +127.3% | +122.0% |
| 3Y | +388.0% | +85.0% | +302.9% | +251.0% |
| 5Y | +578.2% | +85.6% | +492.6% | +384.5% |
| 10Y | +2,653.4% | +198.8% | +2,454.5% | +1,391.7% |
| All | +3,047.2% | +300.8% | +2,746.4% | +1,601.3% |
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 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