+86.4%
MET vs ALLE
+13.7%
+72.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +1.4% | -6.8% | +8.2% | +4.2% |
| 3M | +17.7% | +21.0% | -3.3% | +8.1% |
| 6M | +35.0% | +1.1% | +33.9% | +33.4% |
| YTD | +26.3% | -0.5% | +26.8% | +24.9% |
| 1Y | +22.8% | -7.3% | +30.1% | +25.1% |
| 3Y | +65.9% | +42.3% | +23.7% | +36.5% |
| All | +86.4% | +13.7% | +72.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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