-9.4%
ABT vs MET
+82.9%
-92.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.7% | -0.8% | -4.0% | -4.6% |
| 30D | -3.1% | -1.4% | -1.7% | -2.8% |
| 3M | +16.1% | +12.5% | +3.6% | +12.6% |
| 6M | -5.3% | +37.1% | -42.4% | -12.7% |
| YTD | -14.4% | +23.8% | -38.2% | -19.3% |
| 1Y | -18.4% | +24.1% | -42.5% | -23.2% |
| 3Y | +11.2% | +65.2% | -54.0% | -5.2% |
| 5Y | -9.4% | +82.3% | -91.6% | -22.5% |
| All | -9.4% | +82.9% | -92.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling