+152.0%
GE vs MET
+197.3%
-45.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +2.7% | +4.5% | -1.8% | -0.2% |
| 30D | +8.1% | +3.5% | +4.5% | +5.7% |
| 3M | -7.9% | +5.9% | -13.8% | -11.4% |
| 6M | +12.9% | +33.1% | -20.2% | -7.3% |
| YTD | +8.2% | +33.6% | -25.4% | -11.8% |
| 1Y | +9.7% | +32.7% | -23.0% | -10.4% |
| 3Y | +266.1% | +85.0% | +181.1% | +131.5% |
| 5Y | +407.4% | +85.6% | +321.8% | +213.4% |
| All | +152.0% | +197.3% | -45.3% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling