+64.9%
MET vs EIX
0.0%
+64.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.2% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -2.3% | -13.5% | +11.2% | -0.1% |
| 3M | +13.9% | -15.3% | +29.1% | +17.0% |
| 6M | +34.8% | -15.3% | +50.1% | +38.1% |
| YTD | +23.5% | +2.7% | +20.8% | +18.1% |
| 1Y | +23.4% | +17.4% | +6.0% | +12.4% |
| 3Y | +64.9% | -1.3% | +66.2% | +54.1% |
| All | +64.9% | 0.0% | +64.9% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling