+230.9%
QCOM vs MET
+227.5%
+3.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.0% |
| 7D | +5.8% | +1.3% | +4.5% | +5.3% |
| 30D | -2.3% | +4.0% | -6.3% | -4.1% |
| 3M | +2.7% | +4.6% | -1.9% | +0.4% |
| 6M | -21.0% | +32.8% | -53.8% | -31.7% |
| YTD | +1.8% | +32.3% | -30.5% | -11.7% |
| 1Y | +2.4% | +37.1% | -34.7% | -12.7% |
| 3Y | +52.1% | +86.8% | -34.7% | +11.4% |
| 5Y | +14.6% | +87.4% | -72.7% | -16.3% |
| 10Y | +230.9% | +209.9% | +21.0% | +91.1% |
| All | +230.9% | +227.5% | +3.4% | +91.1% |
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