+263.7%
QCOM vs MET
+247.1%
+16.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.3% | +4.2% |
| 7D | +5.1% | +1.1% | +3.9% | +4.4% |
| 30D | +4.3% | -2.3% | +6.6% | +5.3% |
| 3M | -19.6% | +13.9% | -33.5% | -24.9% |
| 6M | +29.5% | +34.8% | -5.3% | +11.3% |
| YTD | +3.4% | +23.5% | -20.2% | -7.4% |
| 1Y | +10.9% | +23.4% | -12.5% | -0.7% |
| 3Y | +74.8% | +64.9% | +9.9% | +35.8% |
| 5Y | +36.2% | +82.0% | -45.9% | +0.9% |
| 10Y | +263.7% | +244.4% | +19.4% | +102.9% |
| All | +263.7% | +247.1% | +16.7% | +102.9% |
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