+302.9%
IBM vs MET
+1,378.0%
-1,075.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.2% | +1.8% | -4.0% | -2.7% |
| 30D | +7.7% | +4.8% | +2.9% | +6.2% |
| 3M | +3.5% | +6.2% | -2.7% | +1.6% |
| 6M | +7.2% | +33.8% | -26.6% | -1.4% |
| YTD | -15.8% | +33.3% | -49.1% | -22.4% |
| 1Y | -19.3% | +36.3% | -55.6% | -26.1% |
| 3Y | +78.0% | +84.6% | -6.6% | +48.2% |
| 5Y | +143.0% | +87.7% | +55.4% | +99.2% |
| 10Y | +139.9% | +198.0% | -58.0% | +68.2% |
| All | +302.9% | +1,378.0% | -1,075.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling