-29.4%
TSCO vs MET
+35.0%
-64.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | +15.7% | +3.9% | +11.9% | +14.4% |
| 30D | +16.4% | +6.8% | +9.6% | +14.4% |
| 3M | +11.2% | +7.7% | +3.5% | +8.8% |
| 6M | +14.9% | +32.9% | -18.0% | +5.7% |
| YTD | -25.4% | +33.9% | -59.3% | -32.3% |
| 1Y | -29.4% | +33.0% | -62.4% | -35.7% |
| All | -29.4% | +35.0% | -64.4% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling