+238.7%
MET vs EXEL
+393.9%
-155.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -1.4% | +10.1% | -11.5% | -3.0% |
| 3M | +12.5% | +10.1% | +2.4% | +10.4% |
| 6M | +37.1% | +37.7% | -0.6% | +29.1% |
| YTD | +23.8% | +33.1% | -9.3% | +16.9% |
| 1Y | +24.1% | +52.4% | -28.2% | +14.0% |
| 3Y | +65.2% | +163.8% | -98.6% | +34.0% |
| 5Y | +82.3% | +198.5% | -116.3% | +41.8% |
| All | +238.7% | +393.9% | -155.3% | +137.3% |
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