+1,282.6%
MET vs ECL
+2,173.9%
-891.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.8% | +0.4% | +1.3% | +1.4% |
| 30D | +4.8% | +8.6% | -3.8% | -1.4% |
| 3M | +6.2% | +7.9% | -1.7% | +0.1% |
| 6M | +33.8% | +21.0% | +12.8% | +15.0% |
| YTD | +33.3% | +17.5% | +15.8% | +16.4% |
| 1Y | +36.3% | +19.7% | +16.7% | +17.3% |
| 3Y | +84.6% | +77.4% | +7.2% | +14.7% |
| 5Y | +87.7% | +38.7% | +49.0% | +34.3% |
| 10Y | +198.0% | +193.5% | +4.5% | +12.6% |
| All | +1,282.6% | +2,173.9% | -891.3% | +32.0% |
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