-19.7%
TSCO vs MET
+66.8%
-86.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -8.8% | +0.5% | -9.3% | -9.0% |
| 3M | +6.3% | +11.6% | -5.3% | +2.6% |
| 6M | -32.3% | +40.8% | -73.0% | -39.0% |
| YTD | -32.7% | +25.7% | -58.4% | -37.6% |
| 1Y | -43.7% | +24.4% | -68.0% | -47.7% |
| 3Y | -19.7% | +67.5% | -87.1% | -35.2% |
| All | -19.7% | +66.8% | -86.4% | -35.2% |
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