+197.6%
JCI vs MET
+86.1%
+111.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -6.9% | +3.4% | -10.3% | -8.3% |
| 3M | -6.3% | +7.0% | -13.3% | -9.2% |
| 6M | +2.6% | +34.6% | -32.1% | -11.3% |
| YTD | +21.8% | +34.0% | -12.1% | +5.0% |
| 1Y | +19.6% | +35.9% | -16.3% | +2.1% |
| All | +197.6% | +86.1% | +111.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling