+86.8%
MET vs EL
+1.5%
+85.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.9% |
| 7D | +1.3% | +8.0% | -6.7% | -0.1% |
| 30D | +4.0% | +15.4% | -11.4% | +1.2% |
| 3M | +4.6% | +28.5% | -23.9% | -0.7% |
| 6M | +32.8% | +32.2% | +0.6% | +24.9% |
| YTD | +32.3% | +9.2% | +23.1% | +28.1% |
| 1Y | +37.1% | +30.8% | +6.4% | +27.7% |
| 3Y | +86.8% | +3.7% | +83.2% | +64.7% |
| All | +86.8% | +1.5% | +85.3% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling