+305.5%
MET vs EFV
+258.8%
+46.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | -0.7% |
| 30D | +1.4% | +1.7% | -0.3% | -0.7% |
| 3M | +17.7% | +8.6% | +9.0% | +5.9% |
| 6M | +35.0% | +11.7% | +23.3% | +16.9% |
| YTD | +26.3% | +19.3% | +7.0% | +0.4% |
| 1Y | +22.8% | +30.2% | -7.4% | -12.5% |
| 3Y | +65.9% | +91.6% | -25.6% | -28.1% |
| 5Y | +85.4% | +96.4% | -11.0% | -22.8% |
| 10Y | +253.7% | +166.5% | +87.2% | +4.7% |
| All | +305.5% | +258.8% | +46.7% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling