-57.1%
JD vs MET
+78.1%
-135.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +13.4% | -1.2% | +14.5% | +13.8% |
| 30D | +7.7% | +3.2% | +4.5% | +6.1% |
| 3M | -11.3% | -1.1% | -10.2% | -11.2% |
| 6M | -5.1% | +25.0% | -30.2% | -14.2% |
| YTD | +5.0% | +27.9% | -22.8% | -6.2% |
| 1Y | -5.6% | +32.9% | -38.5% | -17.3% |
| 3Y | +17.8% | +78.8% | -61.0% | -14.9% |
| All | -57.1% | +78.1% | -135.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling