+185.3%
MET vs ESTC
+24.6%
+160.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.2% |
| 7D | +1.8% | -3.6% | +5.3% | +2.2% |
| 30D | +4.8% | -11.2% | +16.0% | +6.2% |
| 3M | +6.2% | +14.3% | -8.1% | +3.6% |
| 6M | +33.8% | +67.0% | -33.2% | +23.5% |
| YTD | +33.3% | +15.7% | +17.6% | +28.4% |
| 1Y | +36.3% | -6.3% | +42.6% | +34.6% |
| 3Y | +84.6% | +14.5% | +70.1% | +70.6% |
| 5Y | +87.7% | -49.9% | +137.5% | +88.0% |
| All | +185.3% | +24.6% | +160.6% | +103.6% |
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