+1,209.8%
MET vs EL
+456.4%
+753.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.9% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | +1.4% | +19.8% | -18.4% | -7.4% |
| 3M | +17.7% | +25.7% | -8.0% | +4.9% |
| 6M | +35.0% | +5.4% | +29.5% | +27.7% |
| YTD | +26.3% | +0.2% | +26.1% | +20.4% |
| 1Y | +22.8% | +20.4% | +2.4% | +6.4% |
| 3Y | +65.9% | -32.1% | +98.1% | +68.8% |
| 5Y | +85.4% | -67.2% | +152.5% | +158.7% |
| 10Y | +253.7% | +31.7% | +222.0% | +125.8% |
| All | +1,209.8% | +456.4% | +753.4% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling