+242.5%
MET vs EXEL
+386.3%
-143.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.4% |
| 7D | -2.5% | -2.9% | +0.4% | -2.0% |
| 30D | 0.0% | +11.9% | -11.9% | -1.9% |
| 3M | +13.1% | +9.2% | +3.8% | +11.1% |
| 6M | +39.0% | +39.1% | -0.1% | +30.6% |
| YTD | +25.2% | +31.0% | -5.8% | +18.5% |
| 1Y | +25.6% | +52.3% | -26.7% | +15.3% |
| 3Y | +67.1% | +159.7% | -92.7% | +35.9% |
| 5Y | +85.1% | +187.7% | -102.6% | +45.0% |
| All | +242.5% | +386.3% | -143.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling