+70.0%
MET vs EXPE
+182.4%
-112.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +1.2% | -9.5% | +10.7% | +3.4% |
| 30D | +1.4% | -6.6% | +8.0% | +2.8% |
| 3M | +17.7% | +31.4% | -13.7% | +9.8% |
| 6M | +35.0% | +35.2% | -0.2% | +24.2% |
| YTD | +26.3% | +5.8% | +20.5% | +22.6% |
| 1Y | +22.8% | +38.7% | -15.9% | +10.7% |
| All | +70.0% | +182.4% | -112.4% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling