+1,005.4%
AXP vs MET
+1,300.1%
-294.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.8% |
| 30D | -6.5% | +1.4% | -8.0% | -7.4% |
| 3M | +4.6% | +17.7% | -13.0% | -5.1% |
| 6M | +5.4% | +35.0% | -29.6% | -11.7% |
| YTD | -11.1% | +26.3% | -37.4% | -22.6% |
| 1Y | -0.3% | +22.8% | -23.1% | -11.9% |
| 3Y | +111.6% | +65.9% | +45.6% | +57.8% |
| 5Y | +117.6% | +85.4% | +32.2% | +52.4% |
| 10Y | +474.1% | +253.7% | +220.4% | +179.7% |
| All | +1,005.4% | +1,300.1% | -294.8% | +145.1% |
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