+1,226.3%
MET vs ED
+1,183.8%
+42.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.1% |
| 7D | -1.2% | +1.6% | -2.8% | -2.1% |
| 30D | +3.2% | +13.3% | -10.1% | -4.0% |
| 3M | -1.1% | +9.7% | -10.8% | -6.4% |
| 6M | +25.0% | +12.8% | +12.2% | +16.3% |
| YTD | +27.9% | +22.3% | +5.6% | +12.6% |
| 1Y | +32.9% | +26.3% | +6.6% | +14.6% |
| 3Y | +78.8% | +45.0% | +33.8% | +38.1% |
| 5Y | +79.6% | +80.2% | -0.6% | +18.2% |
| 10Y | +228.1% | +129.9% | +98.2% | +72.0% |
| All | +1,226.3% | +1,183.8% | +42.5% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling