+218.2%
MET vs ALLE
+260.9%
-42.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +1.4% | -6.8% | +8.2% | +5.6% |
| 3M | +17.7% | +21.0% | -3.3% | +3.7% |
| 6M | +35.0% | +1.1% | +33.9% | +31.9% |
| YTD | +26.3% | -0.5% | +26.8% | +23.6% |
| 1Y | +22.8% | -7.3% | +30.1% | +25.2% |
| 3Y | +65.9% | +42.3% | +23.7% | +25.3% |
| 5Y | +85.4% | +13.5% | +71.9% | +57.9% |
| 10Y | +253.7% | +144.0% | +109.7% | +84.3% |
| All | +218.2% | +260.9% | -42.6% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling