+1,246.8%
ADP vs MET
+1,317.8%
-71.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +14.9% | +3.2% | +11.7% | +13.8% |
| 3M | +11.6% | -1.1% | +12.7% | +11.9% |
| 6M | +48.5% | +25.0% | +23.4% | +39.2% |
| YTD | +20.6% | +27.9% | -7.3% | +12.1% |
| 1Y | +23.7% | +32.9% | -9.2% | +13.7% |
| 3Y | +47.8% | +78.8% | -31.0% | +23.9% |
| 5Y | +47.7% | +79.6% | -31.9% | +22.7% |
| 10Y | +324.0% | +228.1% | +95.9% | +189.2% |
| All | +1,246.8% | +1,317.8% | -71.0% | +473.0% |
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