+1,172.7%
ABT vs MET
+1,300.1%
-127.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.7% | +1.2% | -4.8% | -3.9% |
| 30D | +2.5% | +1.4% | +1.1% | +2.2% |
| 3M | +20.2% | +17.7% | +2.5% | +16.3% |
| 6M | -2.9% | +35.0% | -37.9% | -8.6% |
| YTD | -11.9% | +26.3% | -38.2% | -16.1% |
| 1Y | -16.5% | +22.8% | -39.4% | -20.1% |
| 3Y | +12.1% | +65.9% | -53.8% | +0.1% |
| 5Y | -7.4% | +85.4% | -92.8% | -19.6% |
| 10Y | +210.7% | +253.7% | -43.0% | +131.2% |
| All | +1,172.7% | +1,300.1% | -127.5% | +600.1% |
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