+243.8%
MET vs IDXX
+360.5%
-116.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -0.5% | -5.7% | +5.2% | +1.0% |
| 30D | +0.5% | -11.5% | +12.0% | +3.6% |
| 3M | +11.6% | -9.5% | +21.1% | +14.2% |
| 6M | +40.8% | -16.0% | +56.7% | +46.5% |
| YTD | +25.7% | -25.4% | +51.1% | +34.5% |
| 1Y | +24.4% | -21.8% | +46.1% | +30.8% |
| 3Y | +67.5% | +7.0% | +60.4% | +56.3% |
| 5Y | +85.8% | -26.0% | +111.8% | +87.8% |
| All | +243.8% | +360.5% | -116.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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