+10.2%
ORCL vs MET
+75.0%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -11.2% | -1.2% | -10.0% | -10.8% |
| 30D | -18.8% | +3.2% | -22.0% | -19.7% |
| 3M | -18.8% | -1.1% | -17.7% | -18.7% |
| 6M | -39.7% | +25.0% | -64.8% | -44.7% |
| YTD | -39.6% | +27.9% | -67.5% | -45.3% |
| 1Y | -51.7% | +32.9% | -84.6% | -57.1% |
| 3Y | +10.2% | +78.8% | -68.6% | -9.3% |
| All | +10.2% | +75.0% | -64.7% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling