+147.3%
IBM vs MET
+197.3%
-50.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +1.6% | +4.5% | -2.9% | -0.4% |
| 30D | +9.2% | +3.5% | +5.7% | +7.4% |
| 3M | +4.9% | +5.9% | -1.0% | +2.0% |
| 6M | +16.8% | +33.1% | -16.3% | +2.4% |
| YTD | -14.3% | +33.6% | -47.9% | -25.0% |
| 1Y | -16.7% | +32.7% | -49.4% | -26.9% |
| 3Y | +82.2% | +85.0% | -2.8% | +34.6% |
| 5Y | +149.9% | +85.6% | +64.4% | +79.9% |
| All | +147.3% | +197.3% | -50.0% | +30.4% |
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 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