+585.7%
JPM vs MET
+248.0%
+337.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.1% |
| 7D | -2.3% | -2.5% | +0.1% | -0.6% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +14.9% | +13.1% | +1.8% | +4.7% |
| 6M | +23.6% | +39.0% | -15.4% | -2.9% |
| YTD | +11.3% | +25.2% | -13.9% | -6.2% |
| 1Y | +19.9% | +25.6% | -5.7% | +0.3% |
| 3Y | +162.6% | +67.1% | +95.5% | +75.4% |
| 5Y | +154.6% | +85.1% | +69.5% | +55.1% |
| All | +585.7% | +248.0% | +337.7% | +151.4% |
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