+158.2%
MET vs ABCL
-79.5%
+237.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.8% | +3.2% |
| 7D | +1.3% | +12.4% | -11.1% | +0.7% |
| 30D | +4.0% | -0.4% | +4.4% | +3.9% |
| 3M | +4.6% | +80.4% | -75.8% | +0.3% |
| 6M | +32.8% | +138.5% | -105.7% | +24.2% |
| YTD | +32.3% | +265.5% | -233.2% | +19.7% |
| 1Y | +37.1% | +219.7% | -182.5% | +25.0% |
| 3Y | +86.8% | +209.4% | -122.6% | +64.8% |
| 5Y | +87.4% | -15.0% | +102.4% | +72.9% |
| All | +158.2% | -79.5% | +237.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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