+1,124.7%
ADP vs MET
+1,300.1%
-175.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +2.8% | +1.4% | +1.4% | +2.3% |
| 3M | +20.9% | +17.7% | +3.2% | +15.5% |
| 6M | +29.9% | +35.0% | -5.1% | +19.1% |
| YTD | +9.6% | +26.3% | -16.6% | +2.4% |
| 1Y | -5.3% | +22.8% | -28.1% | -10.9% |
| 3Y | +16.5% | +65.9% | -49.5% | -0.4% |
| 5Y | +49.4% | +85.4% | -36.0% | +22.8% |
| 10Y | +282.2% | +253.7% | +28.5% | +156.1% |
| All | +1,124.7% | +1,300.1% | -175.4% | +423.1% |
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