+626.2%
MET vs ELV
+2,409.5%
-1,783.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -2.3% | +2.0% | -4.3% | -3.3% |
| 3M | +13.9% | -3.5% | +17.4% | +15.0% |
| 6M | +34.8% | +40.2% | -5.4% | +12.5% |
| YTD | +23.5% | +15.8% | +7.7% | +11.7% |
| 1Y | +23.4% | +33.2% | -9.8% | +3.3% |
| 3Y | +64.9% | -6.2% | +71.1% | +56.2% |
| 5Y | +82.0% | +16.4% | +65.6% | +48.0% |
| 10Y | +244.4% | +259.8% | -15.4% | +37.9% |
| All | +626.2% | +2,409.5% | -1,783.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling