+34.4%
JD vs MET
+201.0%
-166.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +5.2% | +1.8% | +3.4% | +4.4% |
| 30D | +4.5% | +4.8% | -0.3% | +2.6% |
| 3M | -15.4% | +6.2% | -21.6% | -17.5% |
| 6M | -6.0% | +33.8% | -39.8% | -15.8% |
| YTD | +2.2% | +33.3% | -31.1% | -8.6% |
| 1Y | -6.7% | +36.3% | -43.0% | -17.3% |
| 3Y | +20.5% | +84.6% | -64.0% | -6.3% |
| 5Y | -58.4% | +87.7% | -146.1% | -68.0% |
| All | +34.4% | +201.0% | -166.6% | -14.8% |
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