+82.0%
MET vs ALM
+1,033.0%
-951.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.5% |
| 7D | +1.1% | +8.4% | -7.3% | +0.8% |
| 30D | -2.3% | +34.8% | -37.2% | -3.7% |
| 3M | +13.9% | +16.2% | -2.4% | +12.7% |
| 6M | +34.8% | +2.1% | +32.7% | +33.4% |
| YTD | +23.5% | +117.0% | -93.5% | +17.5% |
| 1Y | +23.4% | +313.9% | -290.5% | +13.0% |
| 3Y | +64.9% | +2,327.9% | -2,263.1% | +31.6% |
| 5Y | +82.0% | +1,040.6% | -958.6% | +48.4% |
| All | +82.0% | +1,033.0% | -951.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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