+440.3%
AXP vs MET
+227.5%
+212.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.4% | -1.6% |
| 7D | -1.1% | +1.3% | -2.4% | -2.2% |
| 30D | +5.2% | +4.0% | +1.2% | +2.0% |
| 3M | -4.6% | +4.6% | -9.2% | -8.1% |
| 6M | +3.2% | +32.8% | -29.6% | -17.9% |
| YTD | -11.3% | +32.3% | -43.6% | -29.4% |
| 1Y | -11.0% | +37.1% | -48.2% | -31.1% |
| 3Y | +120.2% | +86.8% | +33.3% | +33.1% |
| 5Y | +91.7% | +87.4% | +4.3% | +14.3% |
| 10Y | +440.3% | +209.9% | +230.4% | +94.2% |
| All | +440.3% | +227.5% | +212.9% | +94.2% |
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