+469.1%
AXP vs MET
+254.2%
+214.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.1% |
| 7D | -2.1% | +1.2% | -3.3% | -3.0% |
| 30D | -6.5% | +1.4% | -8.0% | -7.8% |
| 3M | +4.6% | +17.7% | -13.0% | -8.2% |
| 6M | +5.4% | +35.0% | -29.6% | -17.0% |
| YTD | -11.1% | +26.3% | -37.4% | -26.4% |
| 1Y | -0.3% | +22.8% | -23.1% | -15.9% |
| 3Y | +111.6% | +65.9% | +45.6% | +40.6% |
| 5Y | +117.6% | +85.4% | +32.2% | +31.4% |
| All | +469.1% | +254.2% | +214.9% | +109.4% |
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