+91.4%
ORCL vs MET
+85.3%
+6.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | +5.3% | +1.2% | +4.1% | +4.8% |
| 30D | +10.0% | +1.4% | +8.6% | +9.3% |
| 3M | -32.6% | +17.7% | -50.3% | -36.9% |
| 6M | +4.9% | +35.0% | -30.1% | -7.2% |
| YTD | -17.8% | +26.3% | -44.0% | -25.5% |
| 1Y | -28.0% | +22.8% | -50.8% | -34.5% |
| 3Y | +36.0% | +65.9% | -29.9% | +8.2% |
| All | +91.4% | +85.3% | +6.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling