+1,227.5%
EQT vs MET
+1,288.1%
-60.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.3% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +4.8% | +13.1% | -8.3% | 0.0% |
| 6M | -10.6% | +39.0% | -49.6% | -21.0% |
| YTD | +3.4% | +25.2% | -21.8% | -5.6% |
| 1Y | +8.7% | +25.6% | -17.0% | -1.1% |
| 3Y | +35.0% | +67.1% | -32.1% | +9.7% |
| 5Y | +204.2% | +85.1% | +119.1% | +139.7% |
| 10Y | +52.5% | +245.5% | -193.0% | -6.8% |
| All | +1,227.5% | +1,288.1% | -60.6% | +449.3% |
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