+164.4%
MET vs ESTC
+26.3%
+138.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | +1.1% | -4.3% | +5.4% | +1.7% |
| 30D | -2.3% | +17.7% | -20.0% | -4.8% |
| 3M | +13.9% | +42.3% | -28.4% | +8.0% |
| 6M | +34.8% | +64.6% | -29.8% | +24.7% |
| YTD | +23.5% | +17.2% | +6.3% | +19.1% |
| 1Y | +23.4% | -4.2% | +27.6% | +21.7% |
| 3Y | +64.9% | +13.5% | +51.4% | +52.8% |
| 5Y | +82.0% | -45.5% | +127.6% | +79.7% |
| All | +164.4% | +26.3% | +138.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling