+36.1%
JCI vs MET
+24.0%
+12.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +3.8% | +1.2% | +2.7% | +3.6% |
| 30D | -5.7% | +1.4% | -7.1% | -5.9% |
| 3M | -1.4% | +17.7% | -19.1% | -4.4% |
| 6M | +4.1% | +35.0% | -30.9% | -3.6% |
| YTD | +21.7% | +26.3% | -4.5% | +14.1% |
| 1Y | +36.1% | +22.8% | +13.3% | +28.2% |
| All | +36.1% | +24.0% | +12.1% | +28.2% |
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 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