+192.5%
JNJ vs MET
+249.3%
-56.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | +12.0% | +11.6% | +0.4% | +9.2% |
| 6M | +10.5% | +40.8% | -30.3% | +2.3% |
| YTD | +30.4% | +25.7% | +4.7% | +23.4% |
| 1Y | +52.1% | +24.4% | +27.8% | +44.1% |
| 3Y | +77.8% | +67.5% | +10.3% | +54.4% |
| 5Y | +82.9% | +85.8% | -2.9% | +52.2% |
| All | +192.5% | +249.3% | -56.8% | +85.3% |
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 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