+274.0%
MET vs ALM
+7,705.7%
-7,431.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +1.2% | -2.6% | +3.8% | +1.2% |
| 30D | +1.4% | +32.0% | -30.6% | +1.3% |
| 3M | +17.7% | -15.0% | +32.7% | +17.7% |
| 6M | +35.0% | -10.1% | +45.1% | +34.9% |
| YTD | +26.3% | +99.4% | -73.2% | +25.9% |
| 1Y | +22.8% | +316.4% | -293.5% | +22.1% |
| 3Y | +65.9% | +2,022.0% | -1,956.0% | +63.9% |
| 5Y | +85.4% | +941.2% | -855.8% | +83.2% |
| 10Y | +253.7% | +2,950.3% | -2,696.6% | +248.2% |
| All | +274.0% | +7,705.7% | -7,431.7% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling