+243.8%
MET vs ELV
+278.6%
-34.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | -0.5% |
| 7D | -0.5% | +2.8% | -3.2% | -1.5% |
| 30D | +0.5% | +4.9% | -4.4% | -1.4% |
| 3M | +11.6% | +4.9% | +6.7% | +9.0% |
| 6M | +40.8% | +45.1% | -4.3% | +20.8% |
| YTD | +25.7% | +20.7% | +5.0% | +14.6% |
| 1Y | +24.4% | +35.0% | -10.7% | +7.9% |
| 3Y | +67.5% | -2.4% | +69.9% | +59.4% |
| 5Y | +85.8% | +25.5% | +60.4% | +51.2% |
| All | +243.8% | +278.6% | -34.8% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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