+1,226.3%
MET vs ALB
+1,394.3%
-168.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -1.2% | +9.1% | -10.2% | -4.7% |
| 30D | +3.2% | -3.4% | +6.6% | +4.2% |
| 3M | -1.1% | -20.6% | +19.5% | +7.0% |
| 6M | +25.0% | -48.2% | +73.2% | +58.5% |
| YTD | +27.9% | -29.2% | +57.1% | +36.3% |
| 1Y | +32.9% | +10.0% | +22.9% | +15.9% |
| 3Y | +78.8% | -12.9% | +91.7% | +43.6% |
| 5Y | +79.6% | -61.3% | +140.9% | +89.3% |
| 10Y | +228.1% | +35.8% | +192.3% | +44.9% |
| All | +1,226.3% | +1,394.3% | -168.0% | +91.1% |
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