+82.7%
MET vs EQH
+102.2%
-19.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | +0.5% | +2.8% | -2.3% | -1.2% |
| 3M | +11.6% | +23.1% | -11.5% | -1.9% |
| 6M | +40.8% | +41.4% | -0.6% | +12.7% |
| YTD | +25.7% | +14.3% | +11.4% | +14.3% |
| 1Y | +24.4% | +1.6% | +22.8% | +21.1% |
| 3Y | +67.5% | +102.7% | -35.2% | +4.2% |
| All | +82.7% | +102.2% | -19.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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