+85.7%
MET vs ALK
-31.3%
+117.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | +4.5% | -1.2% | +5.6% | +4.7% |
| 30D | +3.5% | +7.7% | -4.2% | +1.2% |
| 3M | +5.9% | -19.0% | +24.9% | +11.6% |
| 6M | +33.1% | -0.2% | +33.3% | +29.8% |
| YTD | +33.6% | -23.5% | +57.1% | +39.1% |
| 1Y | +32.7% | -9.1% | +41.8% | +30.3% |
| 3Y | +85.0% | +12.0% | +73.0% | +56.6% |
| All | +85.7% | -31.3% | +117.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling