+107.8%
MET vs EXE
+188.3%
-80.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | 0.0% | -0.8% | +0.8% | +0.1% |
| 3M | +13.1% | +10.0% | +3.0% | +10.2% |
| 6M | +39.0% | -6.3% | +45.3% | +40.5% |
| YTD | +25.2% | -10.7% | +35.9% | +27.6% |
| 1Y | +25.6% | +2.7% | +23.0% | +22.7% |
| 3Y | +67.1% | +19.1% | +48.0% | +55.2% |
| 5Y | +85.1% | +105.4% | -20.3% | +42.5% |
| All | +107.8% | +188.3% | -80.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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