-16.7%
IBM vs MET
+31.9%
-48.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +1.6% | +4.5% | -2.9% | -1.1% |
| 30D | +9.2% | +3.5% | +5.7% | +6.6% |
| 3M | +4.9% | +5.9% | -1.0% | +0.8% |
| 6M | +16.8% | +33.1% | -16.3% | -4.3% |
| YTD | -14.3% | +33.6% | -47.9% | -29.1% |
| 1Y | -16.7% | +32.7% | -49.4% | -30.9% |
| All | -16.7% | +31.9% | -48.6% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling