+20.5%
EXC vs MET
+69.5%
-49.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -3.7% | +1.4% | -5.1% | -4.0% |
| 3M | -1.3% | +17.7% | -19.0% | -3.6% |
| 6M | -9.7% | +35.0% | -44.7% | -13.6% |
| YTD | +2.9% | +26.3% | -23.4% | -0.7% |
| 1Y | +4.4% | +22.8% | -18.4% | +1.1% |
| All | +20.5% | +69.5% | -49.0% | +0.2% |
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