+244.4%
MET vs EXPD
+308.0%
-63.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | +1.1% | -0.9% | +2.1% | +1.6% |
| 30D | -2.3% | +4.1% | -6.4% | -4.4% |
| 3M | +13.9% | +13.8% | +0.1% | +5.9% |
| 6M | +34.8% | +27.3% | +7.5% | +17.2% |
| YTD | +23.5% | +25.4% | -1.9% | +7.1% |
| 1Y | +23.4% | +54.4% | -31.0% | -5.8% |
| 3Y | +64.9% | +67.9% | -3.0% | +17.2% |
| 5Y | +82.0% | +59.2% | +22.9% | +28.7% |
| 10Y | +244.4% | +308.6% | -64.2% | +32.4% |
| All | +244.4% | +308.0% | -63.6% | +32.4% |
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