+49.1%
ADP vs MET
+78.1%
-29.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.6% |
| 7D | +3.2% | -1.2% | +4.4% | +3.7% |
| 30D | +14.9% | +3.2% | +11.7% | +13.4% |
| 3M | +11.6% | -1.1% | +12.7% | +11.9% |
| 6M | +48.5% | +25.0% | +23.4% | +35.8% |
| YTD | +20.6% | +27.9% | -7.3% | +9.0% |
| 1Y | +23.7% | +32.9% | -9.2% | +10.1% |
| 3Y | +47.8% | +78.8% | -31.0% | +14.3% |
| All | +49.1% | +78.1% | -29.1% | +16.5% |
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