+347.0%
MET vs EXPE
+710.1%
-363.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.5% |
| 7D | +1.8% | -11.2% | +13.0% | +5.6% |
| 30D | +4.8% | -7.5% | +12.3% | +6.8% |
| 3M | +6.2% | -19.1% | +25.3% | +13.0% |
| 6M | +33.8% | +10.7% | +23.1% | +25.5% |
| YTD | +33.3% | -9.9% | +43.2% | +32.1% |
| 1Y | +36.3% | -4.6% | +41.0% | +31.9% |
| 3Y | +84.6% | +116.8% | -32.2% | +23.4% |
| 5Y | +87.7% | +38.6% | +49.1% | +38.0% |
| 10Y | +198.0% | +115.9% | +82.1% | +60.0% |
| All | +347.0% | +710.1% | -363.2% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling