+82.3%
MET vs EXEL
+194.6%
-112.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -1.4% | +10.1% | -11.5% | -2.5% |
| 3M | +12.5% | +10.1% | +2.4% | +11.0% |
| 6M | +37.1% | +37.7% | -0.6% | +31.2% |
| YTD | +23.8% | +33.1% | -9.3% | +18.7% |
| 1Y | +24.1% | +52.4% | -28.2% | +16.3% |
| 3Y | +65.2% | +163.8% | -98.6% | +38.8% |
| 5Y | +82.3% | +198.5% | -116.3% | +41.6% |
| All | +82.3% | +194.6% | -112.3% | +41.6% |
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