+97.6%
AGG vs MET
+587.2%
-489.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -0.2% | -1.4% | +1.2% | -0.2% |
| 3M | -0.7% | +12.5% | -13.2% | -0.6% |
| 6M | -1.8% | +37.1% | -38.9% | -1.4% |
| YTD | -0.6% | +23.8% | -24.4% | -0.3% |
| 1Y | +0.4% | +24.1% | -23.8% | +0.6% |
| 3Y | +13.2% | +65.2% | -52.0% | +13.9% |
| 5Y | -2.0% | +82.3% | -84.2% | -1.1% |
| 10Y | +15.1% | +241.6% | -226.5% | +17.2% |
| All | +97.6% | +587.2% | -489.5% | +107.4% |
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