+727.1%
EXC vs MET
+1,366.8%
-639.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +9.3% | +4.0% | +5.3% | +8.3% |
| 3M | +1.0% | +4.6% | -3.6% | -0.1% |
| 6M | +5.9% | +32.8% | -26.9% | -1.2% |
| YTD | +7.6% | +32.3% | -24.7% | 0.0% |
| 1Y | +2.4% | +37.1% | -34.7% | -5.7% |
| 3Y | +30.2% | +86.8% | -56.6% | +9.7% |
| 5Y | +41.4% | +87.4% | -46.0% | +17.7% |
| 10Y | +183.8% | +209.9% | -26.1% | +101.4% |
| All | +727.1% | +1,366.8% | -639.7% | +281.2% |
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 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