+209.9%
MET vs ALK
-37.5%
+247.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +0.8% |
| 7D | +1.3% | +8.9% | -7.6% | -2.1% |
| 30D | +4.0% | +5.9% | -1.9% | +1.2% |
| 3M | +4.6% | -16.5% | +21.1% | +10.9% |
| 6M | +32.8% | +2.1% | +30.7% | +27.6% |
| YTD | +32.3% | -17.1% | +49.4% | +35.0% |
| 1Y | +37.1% | -2.9% | +40.0% | +30.6% |
| 3Y | +86.8% | +24.5% | +62.4% | +46.2% |
| 5Y | +87.4% | -29.1% | +116.5% | +82.8% |
| 10Y | +209.9% | -39.1% | +249.0% | +156.6% |
| All | +209.9% | -37.5% | +247.4% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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