+251.6%
ORCL vs MET
+227.5%
+24.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +1.9% |
| 7D | +0.5% | +1.3% | -0.8% | 0.0% |
| 30D | -15.3% | +4.0% | -19.3% | -16.6% |
| 3M | -18.2% | +4.6% | -22.8% | -19.9% |
| 6M | -38.4% | +32.8% | -71.2% | -45.4% |
| YTD | -37.7% | +32.3% | -70.0% | -44.8% |
| 1Y | -49.3% | +37.1% | -86.4% | -55.8% |
| 3Y | +10.6% | +86.8% | -76.2% | -16.1% |
| 5Y | +35.5% | +87.4% | -51.9% | +1.2% |
| 10Y | +251.6% | +209.9% | +41.7% | +105.8% |
| All | +251.6% | +227.5% | +24.1% | +105.8% |
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