+192.2%
MET vs EXEL
+325.9%
-133.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +2.1% | +1.6% | +0.5% | +1.8% |
| 30D | +1.8% | +17.4% | -15.5% | -0.9% |
| 3M | +6.0% | +38.6% | -32.6% | +0.2% |
| 6M | +31.1% | +41.2% | -10.1% | +23.1% |
| YTD | +32.6% | +59.3% | -26.8% | +21.2% |
| 1Y | +30.5% | +60.2% | -29.8% | +19.1% |
| 3Y | +83.6% | +232.6% | -149.0% | +42.4% |
| 5Y | +84.2% | +285.9% | -201.7% | +36.3% |
| All | +192.2% | +325.9% | -133.7% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling