+33.0%
MET vs ES
-1.6%
+34.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | +3.9% | +5.3% | -1.4% | +2.9% |
| 30D | +6.8% | +8.9% | -2.1% | +5.2% |
| 3M | +7.7% | -1.9% | +9.6% | +7.9% |
| 6M | +32.9% | +3.9% | +29.0% | +32.0% |
| YTD | +33.9% | +8.3% | +25.6% | +31.2% |
| 1Y | +33.0% | -0.1% | +33.2% | +31.4% |
| All | +33.0% | -1.6% | +34.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling