+22.8%
MET vs ECL
+3.0%
+19.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | +1.4% | -2.2% | +3.6% | +2.2% |
| 3M | +17.7% | +10.1% | +7.6% | +13.0% |
| 6M | +35.0% | -5.7% | +40.7% | +37.6% |
| YTD | +26.3% | +7.0% | +19.3% | +22.2% |
| 1Y | +22.8% | +2.7% | +20.2% | +18.9% |
| All | +22.8% | +3.0% | +19.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling