+138.2%
IBM vs MET
+78.1%
+60.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | +11.1% | +3.2% | +7.9% | +9.6% |
| 3M | +5.7% | -1.1% | +6.8% | +6.0% |
| 6M | +10.1% | +25.0% | -14.9% | +0.7% |
| YTD | -15.6% | +27.9% | -43.5% | -23.4% |
| 1Y | -19.5% | +32.9% | -52.4% | -28.0% |
| 3Y | +80.4% | +78.8% | +1.6% | +43.6% |
| All | +138.2% | +78.1% | +60.1% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling