+82.0%
MET vs EL
-67.4%
+149.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | +1.1% | +1.7% | -0.5% | +0.8% |
| 30D | -2.3% | +15.5% | -17.8% | -5.6% |
| 3M | +13.9% | +20.6% | -6.7% | +8.8% |
| 6M | +34.8% | +10.5% | +24.3% | +30.3% |
| YTD | +23.5% | -1.9% | +25.4% | +21.9% |
| 1Y | +23.4% | +16.1% | +7.3% | +16.6% |
| 3Y | +64.9% | -30.2% | +95.1% | +65.9% |
| 5Y | +82.0% | -67.4% | +149.4% | +131.9% |
| All | +82.0% | -67.4% | +149.5% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling