+85.1%
MET vs EFV
+94.1%
-9.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -2.5% | -2.0% | -0.5% | -0.6% |
| 30D | 0.0% | -0.2% | +0.2% | +0.2% |
| 3M | +13.1% | +9.1% | +3.9% | +4.1% |
| 6M | +39.0% | +11.7% | +27.3% | +24.9% |
| YTD | +25.2% | +17.0% | +8.1% | +7.2% |
| 1Y | +25.6% | +26.7% | -1.1% | -0.3% |
| 3Y | +67.1% | +90.2% | -23.1% | -11.3% |
| 5Y | +85.1% | +96.1% | -11.0% | -2.7% |
| All | +85.1% | +94.1% | -9.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling