+199.7%
MET vs EIX
+34.4%
+165.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | 0.0% | -2.5% | +2.6% | +1.1% |
| 30D | +3.4% | +7.7% | -4.3% | +0.5% |
| 3M | +7.0% | -12.9% | +19.8% | +10.4% |
| 6M | +34.6% | -12.7% | +47.3% | +38.2% |
| YTD | +34.0% | +5.5% | +28.5% | +25.9% |
| 1Y | +35.9% | +9.4% | +26.6% | +25.6% |
| 3Y | +85.5% | +9.7% | +75.8% | +65.9% |
| 5Y | +87.8% | +16.9% | +70.8% | +60.1% |
| 10Y | +199.7% | +34.3% | +165.4% | +150.1% |
| All | +199.7% | +34.4% | +165.3% | +150.1% |
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