+11.2%
QCOM vs MET
+78.1%
-67.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.4% |
| 7D | +0.4% | -1.2% | +1.5% | +1.2% |
| 30D | -6.6% | +3.2% | -9.8% | -8.3% |
| 3M | +3.7% | -1.1% | +4.8% | +4.1% |
| 6M | -13.3% | +25.0% | -38.3% | -25.0% |
| YTD | -1.8% | +27.9% | -29.7% | -16.1% |
| 1Y | -2.5% | +32.9% | -35.4% | -18.6% |
| 3Y | +47.0% | +78.8% | -31.8% | +0.6% |
| All | +11.2% | +78.1% | -67.0% | -21.1% |
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 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