+82.0%
MET vs ED
+71.7%
+10.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | +13.9% | +4.6% | +9.2% | +12.7% |
| 6M | +34.8% | -2.0% | +36.8% | +35.2% |
| YTD | +23.5% | +11.7% | +11.8% | +19.7% |
| 1Y | +23.4% | +15.7% | +7.7% | +18.3% |
| 3Y | +64.9% | +34.4% | +30.5% | +47.9% |
| 5Y | +82.0% | +67.3% | +14.7% | +55.6% |
| All | +82.0% | +71.7% | +10.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling