+239.7%
MET vs ESI
+224.6%
+15.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.6% |
| 7D | +1.2% | +3.3% | -2.2% | 0.0% |
| 30D | +1.4% | -5.9% | +7.3% | +3.3% |
| 3M | +17.7% | -14.1% | +31.8% | +21.7% |
| 6M | +35.0% | +6.6% | +28.4% | +27.9% |
| YTD | +26.3% | +45.0% | -18.7% | +6.8% |
| 1Y | +22.8% | +41.5% | -18.6% | +4.2% |
| 3Y | +65.9% | +78.8% | -12.8% | +27.1% |
| 5Y | +85.4% | +70.9% | +14.5% | +41.6% |
| 10Y | +253.7% | +317.1% | -63.4% | +98.6% |
| All | +239.7% | +224.6% | +15.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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