+194.4%
MET vs EIX
+35.3%
+159.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +4.5% | +1.4% | +3.1% | +3.9% |
| 30D | +3.5% | +8.5% | -5.0% | +0.4% |
| 3M | +5.9% | -13.5% | +19.4% | +9.7% |
| 6M | +33.1% | -12.4% | +45.4% | +36.4% |
| YTD | +33.6% | +5.9% | +27.7% | +25.3% |
| 1Y | +32.7% | +7.6% | +25.1% | +23.5% |
| 3Y | +85.0% | +12.8% | +72.3% | +63.5% |
| 5Y | +85.6% | +19.2% | +66.4% | +56.8% |
| All | +194.4% | +35.3% | +159.1% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling