+287.0%
IBM vs MET
+1,300.1%
-1,013.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.3% | +1.2% | -1.4% | -0.6% |
| 30D | +0.3% | +1.4% | -1.1% | -0.2% |
| 3M | -21.6% | +17.7% | -39.3% | -25.2% |
| 6M | -4.7% | +35.0% | -39.7% | -12.6% |
| YTD | -19.1% | +26.3% | -45.4% | -24.2% |
| 1Y | -2.5% | +22.8% | -25.3% | -8.1% |
| 3Y | +74.2% | +65.9% | +8.2% | +49.4% |
| 5Y | +113.1% | +85.4% | +27.8% | +75.4% |
| 10Y | +133.5% | +253.7% | -120.2% | +57.6% |
| All | +287.0% | +1,300.1% | -1,013.2% | +58.2% |
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