+428.1%
WMT vs MET
+249.3%
+178.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -7.4% | +0.5% | -7.9% | -7.5% |
| 3M | -10.9% | +11.6% | -22.5% | -12.7% |
| 6M | -12.7% | +40.8% | -53.5% | -18.2% |
| YTD | -3.2% | +25.7% | -28.9% | -7.6% |
| 1Y | +5.3% | +24.4% | -19.1% | +0.6% |
| 3Y | +101.9% | +67.5% | +34.4% | +81.4% |
| 5Y | +134.6% | +85.8% | +48.7% | +105.0% |
| All | +428.1% | +249.3% | +178.7% | +295.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling