+197.1%
ABT vs MET
+249.3%
-52.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -5.9% | -0.5% | -5.4% | -5.7% |
| 30D | -8.1% | +0.5% | -8.6% | -8.3% |
| 3M | +14.5% | +11.6% | +2.9% | +10.6% |
| 6M | -6.3% | +40.8% | -47.1% | -15.8% |
| YTD | -17.1% | +25.7% | -42.8% | -23.1% |
| 1Y | -21.4% | +24.4% | -45.7% | -26.9% |
| 3Y | +5.9% | +67.5% | -61.5% | -12.4% |
| 5Y | -12.8% | +85.8% | -98.6% | -31.2% |
| All | +197.1% | +249.3% | -52.2% | +69.3% |
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