+243.8%
MET vs WYNN
+1.1%
+242.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.5% | -4.2% | +3.7% | +0.7% |
| 30D | +0.5% | -14.6% | +15.1% | +5.2% |
| 3M | +11.6% | -18.4% | +30.0% | +18.2% |
| 6M | +40.8% | -11.9% | +52.7% | +45.3% |
| YTD | +25.7% | -26.6% | +52.2% | +36.6% |
| 1Y | +24.4% | -28.5% | +52.9% | +35.2% |
| 3Y | +67.5% | -5.1% | +72.6% | +62.1% |
| 5Y | +85.8% | -10.5% | +96.3% | +73.4% |
| All | +243.8% | +1.1% | +242.6% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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