+465.0%
JPM vs MET
+197.3%
+267.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | +3.5% | +4.5% | -1.0% | +0.3% |
| 30D | +3.3% | +3.5% | -0.3% | +0.7% |
| 3M | -4.2% | +5.9% | -10.1% | -8.2% |
| 6M | +16.4% | +33.1% | -16.7% | -5.7% |
| YTD | +9.5% | +33.6% | -24.1% | -12.0% |
| 1Y | +14.0% | +32.7% | -18.7% | -8.0% |
| 3Y | +153.1% | +85.0% | +68.0% | +57.3% |
| 5Y | +134.9% | +85.6% | +49.3% | +43.1% |
| All | +465.0% | +197.3% | +267.7% | +122.7% |
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