+199.4%
MET vs ALC
+30.4%
+169.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.7% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | +3.5% | +16.0% | -12.5% | -3.5% |
| 3M | +5.9% | +0.8% | +5.1% | +5.2% |
| 6M | +33.1% | +16.8% | +16.2% | +22.7% |
| YTD | +33.6% | -5.5% | +39.1% | +35.0% |
| 1Y | +32.7% | -5.3% | +37.9% | +33.7% |
| 3Y | +85.0% | +4.1% | +81.0% | +72.1% |
| 5Y | +85.6% | -7.1% | +92.6% | +78.7% |
| All | +199.4% | +30.4% | +169.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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