+10,664.7%
GILD vs MET
+1,293.3%
+9,371.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +5.8% | +0.5% | +5.3% | +5.6% |
| 3M | +14.9% | +11.6% | +3.3% | +11.7% |
| 6M | -0.4% | +40.8% | -41.1% | -8.8% |
| YTD | +18.5% | +25.7% | -7.1% | +11.3% |
| 1Y | +25.1% | +24.4% | +0.8% | +17.6% |
| 3Y | +105.9% | +67.5% | +38.4% | +77.5% |
| 5Y | +143.0% | +85.8% | +57.2% | +101.6% |
| 10Y | +162.4% | +246.8% | -84.4% | +76.5% |
| All | +10,664.7% | +1,293.3% | +9,371.5% | +3,504.4% |
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