+87.7%
MET vs EXEL
+283.4%
-195.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +2.0% |
| 30D | +4.8% | +17.9% | -13.1% | +2.8% |
| 3M | +6.2% | +33.3% | -27.1% | +2.6% |
| 6M | +33.8% | +46.6% | -12.7% | +27.4% |
| YTD | +33.3% | +61.0% | -27.7% | +24.9% |
| 1Y | +36.3% | +70.4% | -34.1% | +26.6% |
| 3Y | +84.6% | +236.1% | -151.5% | +49.7% |
| 5Y | +87.7% | +284.8% | -197.2% | +47.8% |
| All | +87.7% | +283.4% | -195.7% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling