+220.2%
MET vs EXPD
+304.0%
-83.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | -1.2% | -7.2% | +6.0% | +2.6% |
| 30D | +3.2% | -3.3% | +6.5% | +4.9% |
| 3M | -1.1% | +3.4% | -4.5% | -3.2% |
| 6M | +25.0% | +22.7% | +2.3% | +11.2% |
| YTD | +27.9% | +24.5% | +3.3% | +10.9% |
| 1Y | +32.9% | +38.6% | -5.8% | +8.2% |
| 3Y | +78.8% | +71.5% | +7.3% | +25.1% |
| 5Y | +79.6% | +56.2% | +23.3% | +28.9% |
| All | +220.2% | +304.0% | -83.8% | +23.7% |
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