+17.6%
JD vs MET
+247.1%
-229.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -16.0% | -2.3% | -13.7% | -15.4% |
| 3M | -3.2% | +13.9% | -17.1% | -7.7% |
| 6M | +6.1% | +34.8% | -28.7% | -4.9% |
| YTD | -0.1% | +23.5% | -23.7% | -7.8% |
| 1Y | -12.7% | +23.4% | -36.1% | -19.7% |
| 3Y | -6.3% | +64.9% | -71.2% | -23.7% |
| 5Y | -61.3% | +82.0% | -143.4% | -69.6% |
| 10Y | +17.6% | +244.4% | -226.7% | -24.9% |
| All | +17.6% | +247.1% | -229.5% | -24.9% |
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