+160.3%
EBAY vs MET
+66.8%
+93.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +5.6% | +0.5% | +5.1% | +5.5% |
| 3M | -1.4% | +11.6% | -13.0% | -4.7% |
| 6M | +18.2% | +40.8% | -22.6% | +6.1% |
| YTD | +24.8% | +25.7% | -0.8% | +15.9% |
| 1Y | +18.0% | +24.4% | -6.3% | +9.7% |
| 3Y | +160.3% | +67.5% | +92.8% | +101.9% |
| All | +160.3% | +66.8% | +93.5% | +101.9% |
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 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