+1,282.6%
MET vs EIX
+736.9%
+545.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | +4.8% | +8.9% | -4.1% | +1.8% |
| 3M | +6.2% | -9.8% | +16.0% | +7.9% |
| 6M | +33.8% | -10.2% | +44.0% | +35.6% |
| YTD | +33.3% | +5.9% | +27.4% | +26.8% |
| 1Y | +36.3% | +10.9% | +25.4% | +27.5% |
| 3Y | +84.6% | +10.2% | +74.4% | +69.5% |
| 5Y | +87.7% | +17.0% | +70.6% | +66.8% |
| 10Y | +198.0% | +35.1% | +162.9% | +144.1% |
| All | +1,282.6% | +736.9% | +545.7% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling