+1,272.2%
MET vs ECL
+2,179.2%
-906.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.0% |
| 7D | +1.3% | -0.5% | +1.9% | +1.7% |
| 30D | +4.0% | +8.8% | -4.8% | -2.4% |
| 3M | +4.6% | +7.8% | -3.2% | -1.3% |
| 6M | +32.8% | +21.3% | +11.5% | +14.0% |
| YTD | +32.3% | +17.8% | +14.5% | +15.4% |
| 1Y | +37.1% | +21.1% | +16.1% | +16.9% |
| 3Y | +86.8% | +80.1% | +6.8% | +14.8% |
| 5Y | +87.4% | +40.5% | +46.9% | +32.7% |
| 10Y | +209.9% | +197.7% | +12.2% | +15.8% |
| All | +1,272.2% | +2,179.2% | -906.9% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling