+45.8%
ADP vs MET
+82.8%
-37.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.6% |
| 7D | -5.5% | +1.1% | -6.6% | -5.9% |
| 30D | -1.2% | -2.3% | +1.1% | -0.4% |
| 3M | +17.9% | +13.9% | +4.0% | +12.1% |
| 6M | +20.3% | +34.8% | -14.5% | +7.2% |
| YTD | +5.8% | +23.5% | -17.7% | -2.7% |
| 1Y | -7.7% | +23.4% | -31.1% | -15.2% |
| 3Y | +14.7% | +64.9% | -50.1% | -7.4% |
| 5Y | +45.8% | +82.0% | -36.3% | +14.2% |
| All | +45.8% | +82.8% | -37.0% | +14.2% |
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