+86.4%
MET vs ABCL
-41.3%
+127.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | +1.4% | +93.1% | -91.7% | -3.8% |
| 3M | +17.7% | +79.4% | -61.7% | +11.8% |
| 6M | +35.0% | +214.9% | -179.9% | +22.1% |
| YTD | +26.3% | +234.2% | -207.9% | +13.1% |
| 1Y | +22.8% | +174.8% | -151.9% | +10.9% |
| 3Y | +65.9% | +104.5% | -38.5% | +47.7% |
| All | +86.4% | -41.3% | +127.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling