+47.0%
QCOM vs MET
+75.0%
-28.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +0.4% | -1.2% | +1.5% | +1.2% |
| 30D | -6.6% | +3.2% | -9.8% | -8.1% |
| 3M | +3.7% | -1.1% | +4.8% | +4.1% |
| 6M | -13.3% | +25.0% | -38.3% | -24.6% |
| YTD | -1.8% | +27.9% | -29.7% | -15.6% |
| 1Y | -2.5% | +32.9% | -35.4% | -18.2% |
| 3Y | +47.0% | +78.8% | -31.8% | +3.2% |
| All | +47.0% | +75.0% | -28.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling