+1,246.3%
MET vs EXPD
+2,482.4%
-1,236.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -0.9% |
| 7D | -0.5% | -4.8% | +4.3% | +1.8% |
| 30D | +3.3% | -1.5% | +4.8% | +3.9% |
| 3M | +4.2% | +4.1% | +0.1% | +1.8% |
| 6M | +27.3% | +24.0% | +3.3% | +13.7% |
| YTD | +29.8% | +27.4% | +2.4% | +12.8% |
| 1Y | +30.2% | +38.4% | -8.1% | +8.5% |
| 3Y | +77.6% | +73.2% | +4.4% | +29.7% |
| 5Y | +82.3% | +59.9% | +22.4% | +34.7% |
| 10Y | +233.0% | +319.9% | -86.9% | +52.1% |
| All | +1,246.3% | +2,482.4% | -1,236.1% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling