-5.0%
IBM vs MET
+23.2%
-28.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | -0.8% | +4.3% | +4.0% |
| 30D | +1.5% | -1.4% | +2.9% | +2.3% |
| 3M | -12.9% | +12.5% | -25.4% | -19.2% |
| 6M | -3.9% | +37.1% | -41.0% | -20.3% |
| YTD | -17.3% | +23.8% | -41.1% | -26.8% |
| 1Y | -5.0% | +24.1% | -29.1% | -15.0% |
| All | -5.0% | +23.2% | -28.2% | -15.0% |
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 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