+198.8%
MET vs ALC
+30.3%
+168.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | +1.8% | +2.3% | -0.6% | +0.6% |
| 30D | +4.8% | +15.5% | -10.7% | -2.1% |
| 3M | +6.2% | +0.6% | +5.6% | +5.5% |
| 6M | +33.8% | +18.4% | +15.4% | +22.7% |
| YTD | +33.3% | -5.6% | +38.9% | +34.8% |
| 1Y | +36.3% | 0.0% | +36.3% | +33.9% |
| 3Y | +84.6% | +2.8% | +81.8% | +72.8% |
| 5Y | +87.7% | -8.8% | +96.4% | +82.9% |
| All | +198.8% | +30.3% | +168.5% | +103.7% |
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