+111.9%
INTC vs MET
+197.3%
-85.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +6.0% | +4.5% | +1.5% | +3.8% |
| 30D | -39.2% | +3.5% | -42.7% | -40.3% |
| 3M | -42.9% | +5.9% | -48.9% | -44.9% |
| 6M | -50.4% | +33.1% | -83.5% | -57.9% |
| YTD | +61.7% | +33.6% | +28.1% | +36.6% |
| 1Y | +66.1% | +32.7% | +33.5% | +40.7% |
| 3Y | +58.1% | +85.0% | -26.9% | +14.6% |
| 5Y | +27.9% | +85.6% | -57.7% | -9.0% |
| All | +111.9% | +197.3% | -85.4% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling