+83.0%
MET vs ELV
+13.8%
+69.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +12.5% | -6.1% | +18.6% | +13.7% |
| 6M | +37.1% | +42.8% | -5.7% | +26.2% |
| YTD | +23.8% | +14.4% | +9.4% | +19.0% |
| 1Y | +24.1% | +28.6% | -4.5% | +15.9% |
| 3Y | +65.2% | -7.4% | +72.6% | +63.4% |
| All | +83.0% | +13.8% | +69.2% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling