+311.8%
IBM vs MET
+1,385.2%
-1,073.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | +10.1% | +3.4% | +6.7% | +9.0% |
| 3M | +4.8% | +7.0% | -2.1% | +2.7% |
| 6M | +12.6% | +34.6% | -22.0% | +3.4% |
| YTD | -13.9% | +34.0% | -47.9% | -20.8% |
| 1Y | -18.7% | +35.9% | -54.6% | -25.5% |
| 3Y | +81.9% | +85.5% | -3.6% | +51.3% |
| 5Y | +148.3% | +87.8% | +60.6% | +103.5% |
| 10Y | +143.6% | +199.7% | -56.1% | +70.6% |
| All | +311.8% | +1,385.2% | -1,073.4% | +65.4% |
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