+1,226.3%
MET vs ALK
+496.0%
+730.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -1.2% | +9.0% | -10.2% | -4.5% |
| 30D | +3.2% | -1.6% | +4.8% | +3.3% |
| 3M | -1.1% | -23.2% | +22.1% | +7.9% |
| 6M | +25.0% | -3.9% | +28.9% | +23.2% |
| YTD | +27.9% | -22.6% | +50.5% | +33.8% |
| 1Y | +32.9% | -5.3% | +38.2% | +28.3% |
| 3Y | +78.8% | +18.6% | +60.2% | +47.9% |
| 5Y | +79.6% | -34.4% | +114.0% | +81.4% |
| 10Y | +228.1% | -40.8% | +268.9% | +212.6% |
| All | +1,226.3% | +496.0% | +730.3% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling