+112.0%
IBM vs MET
+82.8%
+29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -0.6% |
| 3M | -16.8% | +13.9% | -30.6% | -21.0% |
| 6M | -9.0% | +34.8% | -43.8% | -19.1% |
| YTD | -20.1% | +23.5% | -43.6% | -26.4% |
| 1Y | -7.0% | +23.4% | -30.4% | -14.6% |
| 3Y | +72.4% | +64.9% | +7.5% | +40.9% |
| 5Y | +112.0% | +82.0% | +29.9% | +68.3% |
| All | +112.0% | +82.8% | +29.2% | +68.3% |
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