+241.6%
MET vs ALB
+80.1%
+161.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | -0.8% | -8.6% | +7.8% | +1.4% |
| 30D | -1.4% | -4.0% | +2.7% | -0.6% |
| 3M | +12.5% | -17.4% | +29.9% | +17.1% |
| 6M | +37.1% | -25.4% | +62.5% | +44.3% |
| YTD | +23.8% | -10.5% | +34.3% | +22.2% |
| 1Y | +24.1% | +75.8% | -51.7% | -0.8% |
| 3Y | +65.2% | -28.5% | +93.7% | +59.0% |
| 5Y | +82.3% | -45.1% | +127.4% | +76.6% |
| 10Y | +241.6% | +87.3% | +154.3% | +71.7% |
| All | +241.6% | +80.1% | +161.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling