+142.1%
GOOG vs MET
+66.1%
+76.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -6.4% | +13.1% | -19.5% | -9.4% |
| 6M | +7.8% | +39.0% | -31.2% | -1.2% |
| YTD | +5.5% | +25.2% | -19.7% | -1.1% |
| 1Y | +38.3% | +25.6% | +12.6% | +29.1% |
| All | +142.1% | +66.1% | +76.0% | +107.9% |
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