+156.4%
MET vs ROKU
+880.6%
-724.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +0.5% | +2.1% | -1.6% | +0.3% |
| 3M | +11.6% | +29.5% | -17.9% | +9.1% |
| 6M | +40.8% | +53.8% | -13.0% | +35.6% |
| YTD | +25.7% | +42.8% | -17.1% | +21.6% |
| 1Y | +24.4% | +60.7% | -36.4% | +19.0% |
| 3Y | +67.5% | +83.9% | -16.4% | +55.1% |
| 5Y | +85.8% | -52.8% | +138.6% | +79.0% |
| All | +156.4% | +880.6% | -724.2% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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