+1,274.9%
MET vs EIX
+734.0%
+541.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.7% |
| 30D | +1.8% | +8.1% | -6.3% | -0.9% |
| 3M | +6.0% | -12.1% | +18.1% | +8.7% |
| 6M | +31.1% | -13.4% | +44.5% | +34.6% |
| YTD | +32.6% | +5.6% | +27.0% | +26.2% |
| 1Y | +30.5% | +7.8% | +22.6% | +23.2% |
| 3Y | +83.6% | +9.8% | +73.7% | +68.7% |
| 5Y | +84.2% | +18.8% | +65.3% | +62.8% |
| 10Y | +196.6% | +34.4% | +162.1% | +143.3% |
| All | +1,274.9% | +734.0% | +541.0% | +551.8% |
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