-8.3%
ADP vs MET
+23.2%
-31.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | -3.1% | -1.4% | -1.7% | -2.5% |
| 3M | +15.6% | +12.5% | +3.1% | +10.4% |
| 6M | +20.8% | +37.1% | -16.3% | +7.6% |
| YTD | +4.7% | +23.8% | -19.0% | -2.8% |
| 1Y | -8.3% | +24.1% | -32.4% | -15.9% |
| All | -8.3% | +23.2% | -31.5% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling