+84.2%
MET vs ABCL
-23.2%
+107.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.9% |
| 7D | +2.1% | +4.4% | -2.3% | +1.8% |
| 30D | +1.8% | -7.9% | +9.7% | +2.1% |
| 3M | +6.0% | +12.2% | -6.2% | +4.5% |
| 6M | +31.1% | +134.7% | -103.6% | +20.9% |
| YTD | +32.6% | +239.8% | -207.2% | +17.7% |
| 1Y | +30.5% | +192.7% | -162.2% | +17.1% |
| 3Y | +83.6% | +187.6% | -104.1% | +57.2% |
| 5Y | +84.2% | -22.6% | +106.8% | +66.4% |
| All | +84.2% | -23.2% | +107.4% | +66.4% |
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 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