+194.4%
MET vs EXEL
+320.7%
-126.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +3.5% | +13.1% | -9.6% | +1.4% |
| 3M | +5.9% | +36.3% | -30.4% | +0.4% |
| 6M | +33.1% | +34.5% | -1.5% | +26.0% |
| YTD | +33.6% | +57.4% | -23.9% | +22.4% |
| 1Y | +32.7% | +62.9% | -30.2% | +20.7% |
| 3Y | +85.0% | +229.5% | -144.5% | +43.7% |
| 5Y | +85.6% | +281.2% | -195.6% | +37.7% |
| All | +194.4% | +320.7% | -126.3% | +109.4% |
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