+65.0%
MET vs ELV
-7.6%
+72.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +12.5% | -6.1% | +18.6% | +13.3% |
| 6M | +37.1% | +42.8% | -5.7% | +30.1% |
| YTD | +23.8% | +14.4% | +9.4% | +20.7% |
| 1Y | +24.1% | +28.6% | -4.5% | +19.0% |
| All | +65.0% | -7.6% | +72.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling