+243.8%
MET vs EIX
+19.9%
+223.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +0.5% | -19.3% | +19.8% | +6.8% |
| 3M | +11.6% | -21.7% | +33.3% | +19.6% |
| 6M | +40.8% | -19.8% | +60.6% | +49.0% |
| YTD | +25.7% | -3.0% | +28.7% | +22.1% |
| 1Y | +24.4% | +5.1% | +19.3% | +16.5% |
| 3Y | +67.5% | -7.0% | +74.4% | +60.9% |
| 5Y | +85.8% | +22.0% | +63.8% | +54.5% |
| All | +243.8% | +19.9% | +223.9% | +190.9% |
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