+1,209.8%
MET vs ADM
+1,564.0%
-354.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +1.2% | +3.8% | -2.6% | -0.9% |
| 30D | +1.4% | +9.8% | -8.3% | -3.8% |
| 3M | +17.7% | +2.1% | +15.6% | +15.5% |
| 6M | +35.0% | +27.5% | +7.5% | +16.6% |
| YTD | +26.3% | +50.2% | -23.9% | -0.5% |
| 1Y | +22.8% | +40.6% | -17.8% | -0.5% |
| 3Y | +65.9% | +17.2% | +48.7% | +40.6% |
| 5Y | +85.4% | +61.9% | +23.5% | +27.3% |
| 10Y | +253.7% | +159.3% | +94.4% | +87.2% |
| All | +1,209.8% | +1,564.0% | -354.1% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 all: compounded portfolio wealth divided by compounded ADM 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…
all analysis · Full analysis span regression · 6 months rolling