+209.9%
JCI vs MET
+1,300.1%
-1,090.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +3.8% | +1.2% | +2.7% | +3.4% |
| 30D | -5.7% | +1.4% | -7.1% | -6.2% |
| 3M | -1.4% | +17.7% | -19.1% | -7.5% |
| 6M | +4.1% | +35.0% | -30.9% | -7.2% |
| YTD | +21.7% | +26.3% | -4.5% | +10.9% |
| 1Y | +36.1% | +22.8% | +13.3% | +24.9% |
| 3Y | +154.4% | +65.9% | +88.5% | +108.2% |
| 5Y | +112.0% | +85.4% | +26.7% | +65.9% |
| 10Y | +322.2% | +253.7% | +68.5% | +155.0% |
| All | +209.9% | +1,300.1% | -1,090.3% | +4.3% |
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