+1,209.8%
MET vs ES
+705.4%
+504.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | +1.4% | -2.0% | +3.4% | +2.4% |
| 3M | +17.7% | +1.7% | +16.0% | +16.4% |
| 6M | +35.0% | -3.5% | +38.5% | +36.9% |
| YTD | +26.3% | +7.9% | +18.4% | +20.1% |
| 1Y | +22.8% | +17.2% | +5.7% | +10.5% |
| 3Y | +65.9% | +29.3% | +36.6% | +36.7% |
| 5Y | +85.4% | -5.7% | +91.1% | +78.8% |
| 10Y | +253.7% | +85.2% | +168.5% | +116.3% |
| All | +1,209.8% | +705.4% | +504.5% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling