+31.1%
MET vs ADVB
-96.8%
+128.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.3% | +0.9% |
| 7D | +4.5% | +27.8% | -23.3% | +4.2% |
| 30D | +3.5% | -50.8% | +54.3% | +3.9% |
| 3M | +5.9% | -70.5% | +76.4% | +6.7% |
| 6M | +33.1% | -46.7% | +79.8% | +31.6% |
| YTD | +33.6% | -56.7% | +90.3% | +31.9% |
| 1Y | +32.7% | -71.8% | +104.4% | +32.9% |
| All | +31.1% | -96.8% | +128.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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