-7.2%
SYK vs MET
+66.1%
-73.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -12.3% | -2.5% | -9.9% | -11.6% |
| 30D | -22.4% | 0.0% | -22.4% | -22.4% |
| 3M | -12.3% | +13.1% | -25.4% | -15.8% |
| 6M | -24.3% | +39.0% | -63.3% | -32.0% |
| YTD | -22.8% | +25.2% | -48.0% | -28.5% |
| 1Y | -28.8% | +25.6% | -54.4% | -34.3% |
| All | -7.2% | +66.1% | -73.4% | -19.8% |
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