+194.4%
MET vs ALB
+32.4%
+162.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +4.5% | -5.8% | +10.2% | +6.0% |
| 30D | +3.5% | -4.5% | +8.1% | +4.5% |
| 3M | +5.9% | -28.1% | +34.0% | +14.3% |
| 6M | +33.1% | -53.2% | +86.2% | +59.0% |
| YTD | +33.6% | -33.3% | +66.9% | +41.3% |
| 1Y | +32.7% | -17.4% | +50.1% | +31.5% |
| 3Y | +85.0% | -14.1% | +99.2% | +61.8% |
| 5Y | +85.6% | -64.0% | +149.6% | +105.0% |
| All | +194.4% | +32.4% | +162.1% | +60.6% |
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