+85.1%
MET vs EFX
-37.1%
+122.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -2.5% | -11.1% | +8.7% | +0.5% |
| 30D | 0.0% | -7.4% | +7.4% | +1.8% |
| 3M | +13.1% | +1.5% | +11.6% | +11.9% |
| 6M | +39.0% | -13.7% | +52.7% | +43.2% |
| YTD | +25.2% | -21.9% | +47.0% | +32.0% |
| 1Y | +25.6% | -30.8% | +56.4% | +36.6% |
| 3Y | +67.1% | -12.4% | +79.5% | +66.1% |
| 5Y | +85.1% | -35.9% | +121.1% | +95.9% |
| All | +85.1% | -37.1% | +122.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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