+198.0%
MET vs ALB
+34.3%
+163.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.8% |
| 7D | +1.8% | +5.3% | -3.5% | +0.4% |
| 30D | +4.8% | -6.3% | +11.1% | +6.2% |
| 3M | +6.2% | -27.4% | +33.6% | +14.3% |
| 6M | +33.8% | -53.1% | +86.9% | +59.8% |
| YTD | +33.3% | -32.3% | +65.6% | +40.5% |
| 1Y | +36.3% | -7.3% | +43.6% | +30.8% |
| 3Y | +84.6% | -14.9% | +99.5% | +62.2% |
| 5Y | +87.7% | -62.0% | +149.7% | +103.0% |
| 10Y | +198.0% | +33.0% | +164.9% | +65.4% |
| All | +198.0% | +34.3% | +163.6% | +65.4% |
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