+172.6%
MET vs EQH
+230.1%
-57.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.5% |
| 7D | -2.5% | -1.8% | -0.7% | -1.3% |
| 30D | 0.0% | +2.4% | -2.5% | -1.7% |
| 3M | +13.1% | +26.3% | -13.2% | -3.8% |
| 6M | +39.0% | +35.8% | +3.2% | +11.4% |
| YTD | +25.2% | +12.7% | +12.5% | +13.3% |
| 1Y | +25.6% | +2.5% | +23.2% | +20.5% |
| 3Y | +67.1% | +98.6% | -31.6% | -1.1% |
| 5Y | +85.1% | +101.7% | -16.6% | +4.5% |
| All | +172.6% | +230.1% | -57.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling