+3.4%
EXC vs MET
+24.0%
-20.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -0.7% | +1.2% | -1.8% | -0.7% |
| 30D | -4.6% | +1.4% | -6.0% | -4.7% |
| 3M | -2.2% | +17.7% | -19.9% | -2.7% |
| 6M | -10.6% | +35.0% | -45.6% | -10.8% |
| YTD | +1.9% | +26.3% | -24.4% | +1.5% |
| 1Y | +3.4% | +22.8% | -19.4% | +3.3% |
| All | +3.4% | +24.0% | -20.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling