+194.4%
MET vs EXPD
+335.0%
-140.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.5% | +5.5% | -1.1% | +1.5% |
| 30D | +3.5% | -0.8% | +4.4% | +3.8% |
| 3M | +5.9% | +4.1% | +1.8% | +3.4% |
| 6M | +33.1% | +25.7% | +7.4% | +16.9% |
| YTD | +33.6% | +31.4% | +2.2% | +12.6% |
| 1Y | +32.7% | +42.2% | -9.5% | +6.8% |
| 3Y | +85.0% | +77.2% | +7.9% | +27.4% |
| 5Y | +85.6% | +61.0% | +24.6% | +31.6% |
| All | +194.4% | +335.0% | -140.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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