+33.5%
EXC vs MET
+85.6%
-52.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.4% | +4.5% | -3.1% | +0.8% |
| 30D | +8.6% | +3.5% | +5.0% | +8.1% |
| 3M | +2.4% | +5.9% | -3.5% | +1.6% |
| 6M | +6.5% | +33.1% | -26.6% | +2.7% |
| YTD | +9.0% | +33.6% | -24.5% | +5.0% |
| 1Y | +4.6% | +32.7% | -28.1% | +0.8% |
| 3Y | +33.5% | +85.0% | -51.6% | +9.9% |
| All | +33.5% | +85.6% | -52.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling