+143.8%
GOOGL vs MET
+64.3%
+79.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -7.5% | -1.4% | -6.1% | -7.2% |
| 3M | -9.2% | +12.5% | -21.7% | -11.9% |
| 6M | +8.1% | +37.1% | -29.0% | -0.5% |
| YTD | +5.8% | +23.8% | -17.9% | -0.4% |
| 1Y | +38.3% | +24.1% | +14.2% | +29.6% |
| All | +143.8% | +64.3% | +79.5% | +110.6% |
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