+87.4%
MET vs EXPE
+40.1%
+47.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.3% | -13.3% | +14.6% | +4.3% |
| 30D | +4.0% | -5.5% | +9.5% | +4.8% |
| 3M | +4.6% | -16.5% | +21.1% | +8.1% |
| 6M | +32.8% | +13.1% | +19.7% | +27.0% |
| YTD | +32.3% | -8.0% | +40.3% | +31.5% |
| 1Y | +37.1% | +1.1% | +36.0% | +32.9% |
| 3Y | +86.8% | +131.2% | -44.3% | +43.2% |
| 5Y | +87.4% | +39.8% | +47.6% | +56.1% |
| All | +87.4% | +40.1% | +47.3% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling