+78.8%
MET vs ALB
-16.8%
+95.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -1.2% | +9.1% | -10.2% | -2.1% |
| 30D | +3.2% | -3.4% | +6.6% | +3.5% |
| 3M | -1.1% | -20.6% | +19.5% | +1.0% |
| 6M | +25.0% | -48.2% | +73.2% | +33.5% |
| YTD | +27.9% | -29.2% | +57.1% | +29.8% |
| 1Y | +32.9% | +10.0% | +22.9% | +26.5% |
| 3Y | +78.8% | -12.9% | +91.7% | +63.5% |
| All | +78.8% | -16.8% | +95.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling