+42.7%
ORCL vs MET
+85.0%
-42.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +8.0% | +4.5% | +3.5% | +6.3% |
| 30D | -4.0% | +3.5% | -7.5% | -5.2% |
| 3M | -19.5% | +5.9% | -25.4% | -21.3% |
| 6M | -33.5% | +33.1% | -66.5% | -40.8% |
| YTD | -34.8% | +33.6% | -68.4% | -42.3% |
| 1Y | -41.6% | +32.7% | -74.3% | -48.3% |
| 3Y | +13.8% | +85.0% | -71.3% | -13.6% |
| All | +42.7% | +85.0% | -42.3% | +6.6% |
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