+32.0%
QCOM vs MET
+86.8%
-54.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | +3.3% | +1.2% | +2.2% | +2.6% |
| 30D | +7.7% | +1.4% | +6.3% | +6.6% |
| 3M | -30.1% | +17.7% | -47.7% | -36.8% |
| 6M | +22.8% | +35.0% | -12.2% | +2.3% |
| YTD | +0.2% | +26.3% | -26.1% | -13.3% |
| 1Y | +7.9% | +22.8% | -15.0% | -5.4% |
| 3Y | +55.8% | +65.9% | -10.1% | +13.4% |
| All | +32.0% | +86.8% | -54.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling