+1,899.6%
SYK vs MET
+1,288.1%
+611.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -12.3% | -2.5% | -9.9% | -11.7% |
| 30D | -22.4% | 0.0% | -22.4% | -22.4% |
| 3M | -12.3% | +13.1% | -25.4% | -15.3% |
| 6M | -24.3% | +39.0% | -63.3% | -31.0% |
| YTD | -22.8% | +25.2% | -48.0% | -27.7% |
| 1Y | -28.8% | +25.6% | -54.4% | -33.5% |
| 3Y | -4.0% | +67.1% | -71.1% | -18.0% |
| 5Y | +3.8% | +85.1% | -81.3% | -14.6% |
| 10Y | +172.8% | +245.5% | -72.7% | +84.7% |
| All | +1,899.6% | +1,288.1% | +611.5% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling