+242.5%
MET vs EL
+25.3%
+217.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.9% |
| 7D | -2.5% | -4.4% | +1.9% | -1.1% |
| 30D | 0.0% | +10.3% | -10.3% | -3.9% |
| 3M | +13.1% | +13.4% | -0.3% | +7.4% |
| 6M | +39.0% | +3.1% | +35.9% | +34.6% |
| YTD | +25.2% | -6.9% | +32.1% | +24.2% |
| 1Y | +25.6% | +11.9% | +13.7% | +15.7% |
| 3Y | +67.1% | -33.8% | +100.9% | +74.2% |
| 5Y | +85.1% | -69.0% | +154.1% | +167.7% |
| All | +242.5% | +25.3% | +217.2% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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