+760.3%
WMT vs MET
+1,269.7%
-509.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -5.0% | -2.3% | -2.6% | -4.6% |
| 3M | -11.3% | +13.9% | -25.2% | -13.3% |
| 6M | -13.8% | +34.8% | -48.6% | -18.3% |
| YTD | -4.2% | +23.5% | -27.7% | -8.0% |
| 1Y | +4.6% | +23.4% | -18.8% | +0.3% |
| 3Y | +100.5% | +64.9% | +35.6% | +81.7% |
| 5Y | +129.7% | +82.0% | +47.6% | +102.6% |
| 10Y | +423.4% | +244.4% | +179.1% | +296.9% |
| All | +760.3% | +1,269.7% | -509.4% | +270.6% |
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 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