+692.8%
GOOGL vs MET
+197.3%
+495.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | +3.9% | +4.5% | -0.6% | +2.3% |
| 30D | -14.9% | +3.5% | -18.5% | -16.1% |
| 3M | -14.6% | +5.9% | -20.5% | -16.5% |
| 6M | -26.4% | +33.1% | -59.5% | -34.0% |
| YTD | -5.3% | +33.6% | -38.9% | -15.4% |
| 1Y | +6.5% | +32.7% | -26.2% | -4.8% |
| 3Y | +126.0% | +85.0% | +41.0% | +74.8% |
| 5Y | +100.8% | +85.6% | +15.2% | +53.6% |
| All | +692.8% | +197.3% | +495.5% | +372.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling