+183.0%
MET vs ALC
+24.0%
+159.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | +1.2% | -2.1% | +3.2% | +2.1% |
| 30D | +1.4% | -0.1% | +1.5% | +1.3% |
| 3M | +17.7% | +5.9% | +11.8% | +14.0% |
| 6M | +35.0% | -15.9% | +50.9% | +44.9% |
| YTD | +26.3% | -10.1% | +36.4% | +31.0% |
| 1Y | +22.8% | -10.2% | +33.0% | +27.0% |
| 3Y | +65.9% | -13.6% | +79.5% | +70.2% |
| 5Y | +85.4% | -15.1% | +100.5% | +87.3% |
| All | +183.0% | +24.0% | +159.0% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling