+82.0%
MET vs ALB
-43.6%
+125.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | +1.1% | -4.4% | +5.5% | +1.8% |
| 30D | -2.3% | -1.2% | -1.1% | -2.3% |
| 3M | +13.9% | -13.3% | +27.2% | +15.9% |
| 6M | +34.8% | -19.8% | +54.6% | +37.4% |
| YTD | +23.5% | -7.9% | +31.5% | +22.0% |
| 1Y | +23.4% | +60.2% | -36.8% | +9.1% |
| 3Y | +64.9% | -26.4% | +91.3% | +60.0% |
| 5Y | +82.0% | -42.5% | +124.6% | +77.4% |
| All | +82.0% | -43.6% | +125.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling