+24.1%
MET vs EXEL
+54.7%
-30.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -0.8% | -0.3% | -0.4% | -0.8% |
| 30D | -1.4% | +10.1% | -11.5% | -1.2% |
| 3M | +12.5% | +10.1% | +2.4% | +12.7% |
| 6M | +37.1% | +37.7% | -0.6% | +36.8% |
| YTD | +23.8% | +33.1% | -9.3% | +23.4% |
| 1Y | +24.1% | +52.4% | -28.2% | +23.5% |
| All | +24.1% | +54.7% | -30.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling