+248.5%
ALAB vs MET
+53.6%
+194.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -7.5% | +1.8% | -9.2% | -7.8% |
| 30D | -36.8% | +4.8% | -41.6% | -37.7% |
| 3M | -31.9% | +6.2% | -38.1% | -33.3% |
| 6M | +8.2% | +33.8% | -25.6% | -5.5% |
| YTD | +29.9% | +33.3% | -3.4% | +12.6% |
| 1Y | +24.4% | +36.3% | -11.9% | +6.3% |
| All | +248.5% | +53.6% | +194.9% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling