+144.5%
IBM vs MET
+245.0%
-100.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | -0.8% | +4.3% | +3.9% |
| 30D | +1.5% | -1.4% | +2.9% | +2.1% |
| 3M | -12.9% | +12.5% | -25.4% | -17.5% |
| 6M | -3.9% | +37.1% | -41.0% | -16.8% |
| YTD | -17.3% | +23.8% | -41.1% | -25.0% |
| 1Y | -5.0% | +24.1% | -29.1% | -14.1% |
| 3Y | +78.2% | +65.2% | +13.0% | +38.8% |
| 5Y | +120.6% | +82.3% | +38.4% | +60.2% |
| 10Y | +144.5% | +241.6% | -97.1% | +24.0% |
| All | +144.5% | +245.0% | -100.6% | +24.0% |
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