+78.3%
JNJ vs MET
+66.1%
+12.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -4.3% | -2.5% | -1.9% | -4.0% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +12.2% | +13.1% | -0.8% | +10.5% |
| 6M | +10.5% | +39.0% | -28.5% | +6.4% |
| YTD | +30.8% | +25.2% | +5.6% | +27.1% |
| 1Y | +54.9% | +25.6% | +29.3% | +50.4% |
| All | +78.3% | +66.1% | +12.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling