+27.7%
JCI vs MET
+35.0%
-7.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -6.4% |
| 7D | -10.7% | +3.9% | -14.6% | -11.0% |
| 30D | -10.4% | +6.8% | -17.2% | -11.1% |
| 3M | -8.3% | +7.7% | -15.9% | -9.1% |
| 6M | -2.1% | +32.9% | -35.1% | -7.1% |
| YTD | +18.4% | +33.9% | -15.5% | +10.3% |
| 1Y | +27.7% | +33.0% | -5.4% | +19.0% |
| All | +27.7% | +35.0% | -7.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling