+211.4%
NXPI vs MET
+245.0%
-33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -4.3% | -1.4% | -3.0% | -3.7% |
| 3M | -24.7% | +12.5% | -37.2% | -30.3% |
| 6M | +9.7% | +37.1% | -27.4% | -10.1% |
| YTD | +3.8% | +23.8% | -20.0% | -9.9% |
| 1Y | +1.6% | +24.1% | -22.5% | -12.1% |
| 3Y | +16.0% | +65.2% | -49.2% | -15.4% |
| 5Y | +16.1% | +82.3% | -66.2% | -20.4% |
| 10Y | +211.4% | +241.6% | -30.2% | +64.4% |
| All | +211.4% | +245.0% | -33.7% | +64.4% |
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