+82.0%
MET vs ALC
-15.6%
+97.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | +1.1% | -3.7% | +4.8% | +2.4% |
| 30D | -2.3% | -3.7% | +1.4% | -1.2% |
| 3M | +13.9% | +4.6% | +9.3% | +11.9% |
| 6M | +34.8% | -14.6% | +49.4% | +41.0% |
| YTD | +23.5% | -11.9% | +35.4% | +27.7% |
| 1Y | +23.4% | -13.1% | +36.5% | +27.9% |
| 3Y | +64.9% | -15.0% | +79.9% | +70.4% |
| 5Y | +82.0% | -16.2% | +98.2% | +80.0% |
| All | +82.0% | -15.6% | +97.7% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling