+323.4%
MET vs EXPE
+851.4%
-528.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +1.2% | -9.5% | +10.7% | +4.9% |
| 30D | +1.4% | -6.6% | +8.0% | +3.6% |
| 3M | +17.7% | +31.4% | -13.7% | +5.2% |
| 6M | +35.0% | +35.2% | -0.2% | +18.0% |
| YTD | +26.3% | +5.8% | +20.5% | +19.5% |
| 1Y | +22.8% | +38.7% | -15.9% | +3.7% |
| 3Y | +65.9% | +175.8% | -109.8% | +1.8% |
| 5Y | +85.4% | +111.8% | -26.5% | +15.7% |
| 10Y | +253.7% | +179.7% | +74.0% | +73.5% |
| All | +323.4% | +851.4% | -528.0% | -39.0% |
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