+251.9%
QCOM vs MET
+195.0%
+56.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.8% |
| 7D | +13.0% | +2.1% | +10.9% | +11.9% |
| 30D | +0.2% | +1.8% | -1.7% | -0.7% |
| 3M | +9.2% | +6.0% | +3.2% | +6.1% |
| 6M | -15.0% | +31.1% | -46.1% | -26.0% |
| YTD | +5.2% | +32.6% | -27.4% | -9.0% |
| 1Y | +2.4% | +30.5% | -28.1% | -10.7% |
| 3Y | +52.0% | +83.6% | -31.6% | +11.9% |
| 5Y | +19.7% | +84.2% | -64.4% | -12.2% |
| All | +251.9% | +195.0% | +56.9% | +95.6% |
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 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