+35.3%
MET vs ABCL
+213.9%
-178.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.8% | +2.3% | -0.5% | +1.7% |
| 30D | +4.8% | -0.7% | +5.5% | +4.8% |
| 3M | +6.2% | +33.4% | -27.2% | +5.0% |
| 6M | +33.8% | +137.8% | -104.0% | +27.4% |
| YTD | +33.3% | +264.3% | -231.0% | +21.7% |
| All | +35.3% | +213.9% | -178.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling