+50.1%
PYPL vs MET
+202.5%
-152.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | +6.1% | +3.4% | +2.7% | +4.3% |
| 3M | +1.1% | +7.0% | -5.9% | -2.3% |
| 6M | +32.7% | +34.6% | -1.9% | +14.8% |
| YTD | +2.8% | +34.0% | -31.2% | -11.1% |
| 1Y | -10.8% | +35.9% | -46.7% | -23.4% |
| 3Y | +9.8% | +85.5% | -75.7% | -18.3% |
| 5Y | -70.2% | +87.8% | -158.0% | -78.1% |
| 10Y | +50.1% | +199.7% | -149.6% | -19.4% |
| All | +50.1% | +202.5% | -152.5% | -19.4% |
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