+407.0%
AXP vs MET
+197.3%
+209.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -0.1% | +4.5% | -4.6% | -3.4% |
| 30D | +4.4% | +3.5% | +0.9% | +1.6% |
| 3M | -6.4% | +5.9% | -12.4% | -10.7% |
| 6M | +4.2% | +33.1% | -28.9% | -17.3% |
| YTD | -12.4% | +33.6% | -45.9% | -30.8% |
| 1Y | -11.1% | +32.7% | -43.8% | -29.4% |
| 3Y | +114.9% | +85.0% | +29.8% | +30.8% |
| 5Y | +87.4% | +85.6% | +1.8% | +12.5% |
| All | +407.0% | +197.3% | +209.7% | +85.0% |
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 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