+141.6%
IBM vs MET
+206.5%
-64.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | -1.5% | +1.8% | -3.3% | -2.3% |
| 30D | +8.4% | +4.8% | +3.6% | +6.0% |
| 3M | +4.2% | +6.2% | -2.0% | +1.2% |
| 6M | +7.9% | +33.8% | -25.9% | -5.6% |
| YTD | -15.2% | +33.3% | -48.5% | -25.7% |
| 1Y | -18.7% | +36.3% | -55.1% | -29.5% |
| 3Y | +79.2% | +84.6% | -5.4% | +32.6% |
| 5Y | +144.7% | +87.7% | +57.1% | +75.3% |
| 10Y | +141.6% | +198.0% | -56.4% | +28.8% |
| All | +141.6% | +206.5% | -64.9% | +28.8% |
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