+85.0%
MET vs EFV
+91.8%
-6.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +4.5% | +2.5% | +1.9% | +2.4% |
| 30D | +3.5% | +2.9% | +0.6% | +1.2% |
| 3M | +5.9% | -1.4% | +7.4% | +7.1% |
| 6M | +33.1% | +5.5% | +27.5% | +27.0% |
| YTD | +33.6% | +16.1% | +17.5% | +16.8% |
| 1Y | +32.7% | +20.3% | +12.4% | +12.5% |
| 3Y | +85.0% | +90.4% | -5.4% | +9.5% |
| All | +85.0% | +91.8% | -6.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling