+64.9%
MET vs EXE
+21.0%
+43.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +1.1% | -1.8% | +2.9% | +1.5% |
| 30D | -2.3% | +6.4% | -8.7% | -3.6% |
| 3M | +13.9% | +9.2% | +4.6% | +11.6% |
| 6M | +34.8% | -7.0% | +41.8% | +36.5% |
| YTD | +23.5% | -9.5% | +33.0% | +25.7% |
| 1Y | +23.4% | +6.2% | +17.2% | +18.9% |
| 3Y | +64.9% | +20.7% | +44.1% | +53.2% |
| All | +64.9% | +21.0% | +43.9% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling