+999.6%
AXP vs MET
+1,378.0%
-378.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.7% |
| 7D | -0.6% | +1.8% | -2.4% | -1.6% |
| 30D | +5.0% | +4.8% | +0.2% | +2.2% |
| 3M | -4.2% | +6.2% | -10.4% | -7.6% |
| 6M | +2.9% | +33.8% | -30.9% | -13.4% |
| YTD | -11.6% | +33.3% | -44.9% | -25.5% |
| 1Y | -11.1% | +36.3% | -47.4% | -26.0% |
| 3Y | +116.7% | +84.6% | +32.1% | +52.2% |
| 5Y | +89.6% | +87.7% | +1.9% | +31.8% |
| 10Y | +428.4% | +198.0% | +230.4% | +180.9% |
| All | +999.6% | +1,378.0% | -378.3% | +136.1% |
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