+198.0%
MET vs ALK
-39.7%
+237.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +1.8% | +12.9% | -11.2% | -2.9% |
| 30D | +4.8% | +5.5% | -0.7% | +2.2% |
| 3M | +6.2% | -12.1% | +18.3% | +10.5% |
| 6M | +33.8% | +1.7% | +32.1% | +28.7% |
| YTD | +33.3% | -17.4% | +50.7% | +36.2% |
| 1Y | +36.3% | -1.9% | +38.3% | +29.4% |
| 3Y | +84.6% | +21.2% | +63.3% | +46.2% |
| 5Y | +87.7% | -27.8% | +115.5% | +81.5% |
| 10Y | +198.0% | -41.0% | +239.0% | +155.8% |
| All | +198.0% | -39.7% | +237.7% | +155.8% |
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