+43.8%
EXC vs MET
+78.1%
-34.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | +10.0% | +3.2% | +6.7% | +9.2% |
| 3M | +1.6% | -1.1% | +2.7% | +1.8% |
| 6M | +3.3% | +25.0% | -21.8% | -1.4% |
| YTD | +7.6% | +27.9% | -20.3% | +1.9% |
| 1Y | +3.5% | +32.9% | -29.4% | -2.9% |
| 3Y | +27.7% | +78.8% | -51.1% | +7.9% |
| All | +43.8% | +78.1% | -34.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling