+1,209.8%
MET vs EFX
+1,368.6%
-158.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.7% | +2.1% |
| 7D | +1.2% | -8.6% | +9.8% | +6.5% |
| 30D | +1.4% | +0.1% | +1.3% | +0.7% |
| 3M | +17.7% | +3.8% | +13.8% | +12.9% |
| 6M | +35.0% | -13.5% | +48.5% | +42.8% |
| YTD | +26.3% | -17.7% | +43.9% | +35.7% |
| 1Y | +22.8% | -25.6% | +48.4% | +38.9% |
| 3Y | +65.9% | -12.1% | +78.0% | +57.1% |
| 5Y | +85.4% | -33.8% | +119.2% | +96.3% |
| 10Y | +253.7% | +45.1% | +208.6% | +87.7% |
| All | +1,209.8% | +1,368.6% | -158.8% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling