+64.9%
MET vs EXEL
+160.6%
-95.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | +1.1% | +1.4% | -0.2% | +1.0% |
| 30D | -2.3% | +6.7% | -9.0% | -2.9% |
| 3M | +13.9% | +11.5% | +2.4% | +12.6% |
| 6M | +34.8% | +38.8% | -4.0% | +30.2% |
| YTD | +23.5% | +31.6% | -8.0% | +19.7% |
| 1Y | +23.4% | +53.0% | -29.6% | +17.1% |
| 3Y | +64.9% | +160.8% | -96.0% | +41.0% |
| All | +64.9% | +160.6% | -95.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling