+241.6%
MET vs EXPE
+153.6%
+88.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.8% | -11.5% | +10.8% | +2.9% |
| 30D | -1.4% | -13.1% | +11.7% | +2.7% |
| 3M | +12.5% | +18.1% | -5.6% | +5.7% |
| 6M | +37.1% | +13.3% | +23.8% | +29.8% |
| YTD | +23.8% | -3.2% | +27.0% | +21.7% |
| 1Y | +24.1% | +26.1% | -2.0% | +10.9% |
| 3Y | +65.2% | +151.7% | -86.5% | +12.1% |
| 5Y | +82.3% | +88.3% | -6.1% | +26.9% |
| 10Y | +241.6% | +158.0% | +83.6% | +76.5% |
| All | +241.6% | +153.6% | +88.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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