+1,209.8%
MET vs ALB
+1,794.9%
-585.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +0.2% |
| 7D | +1.2% | -8.1% | +9.2% | +4.5% |
| 30D | +1.4% | +6.3% | -4.8% | -1.6% |
| 3M | +17.7% | -23.6% | +41.3% | +29.2% |
| 6M | +35.0% | -24.6% | +59.6% | +45.2% |
| YTD | +26.3% | -10.3% | +36.6% | +23.4% |
| 1Y | +22.8% | +61.5% | -38.6% | -10.2% |
| 3Y | +65.9% | -34.0% | +99.9% | +55.6% |
| 5Y | +85.4% | -44.6% | +130.0% | +66.6% |
| 10Y | +253.7% | +76.1% | +177.6% | +40.8% |
| All | +1,209.8% | +1,794.9% | -585.1% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling