+1,241.1%
ADP vs MET
+1,366.8%
-125.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +11.5% | +4.0% | +7.5% | +10.2% |
| 3M | +12.0% | +4.6% | +7.4% | +10.5% |
| 6M | +43.8% | +32.8% | +11.0% | +32.6% |
| YTD | +20.1% | +32.3% | -12.2% | +10.5% |
| 1Y | +22.3% | +37.1% | -14.8% | +11.4% |
| 3Y | +43.3% | +86.8% | -43.6% | +18.6% |
| 5Y | +47.3% | +87.4% | -40.0% | +20.9% |
| 10Y | +313.7% | +209.9% | +103.8% | +185.8% |
| All | +1,241.1% | +1,366.8% | -125.8% | +464.9% |
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 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