+690.7%
EXC vs MET
+1,300.1%
-609.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.7% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -3.7% | +1.4% | -5.1% | -4.1% |
| 3M | -1.3% | +17.7% | -19.0% | -5.2% |
| 6M | -9.7% | +35.0% | -44.7% | -16.2% |
| YTD | +2.9% | +26.3% | -23.4% | -3.2% |
| 1Y | +4.4% | +22.8% | -18.4% | -1.3% |
| 3Y | +22.2% | +65.9% | -43.7% | +6.0% |
| 5Y | +46.7% | +85.4% | -38.6% | +22.4% |
| 10Y | +155.3% | +253.7% | -98.4% | +76.2% |
| All | +690.7% | +1,300.1% | -609.4% | +268.8% |
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