+242.5%
MET vs ECL
+155.8%
+86.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -2.5% | -2.6% | +0.2% | -0.8% |
| 30D | 0.0% | -4.6% | +4.6% | +2.9% |
| 3M | +13.1% | +6.0% | +7.1% | +8.5% |
| 6M | +39.0% | -3.0% | +41.9% | +40.5% |
| YTD | +25.2% | +4.0% | +21.2% | +20.7% |
| 1Y | +25.6% | +2.0% | +23.6% | +22.2% |
| 3Y | +67.1% | +53.9% | +13.2% | +21.4% |
| 5Y | +85.1% | +27.1% | +58.0% | +49.8% |
| All | +242.5% | +155.8% | +86.7% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling