+67.5%
MET vs IDXX
+7.6%
+59.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -0.5% | -5.7% | +5.2% | +0.7% |
| 30D | +0.5% | -11.5% | +12.0% | +2.9% |
| 3M | +11.6% | -9.5% | +21.1% | +13.6% |
| 6M | +40.8% | -16.0% | +56.7% | +45.2% |
| YTD | +25.7% | -25.4% | +51.1% | +32.3% |
| 1Y | +24.4% | -21.8% | +46.1% | +29.4% |
| 3Y | +67.5% | +7.0% | +60.4% | +54.7% |
| All | +67.5% | +7.6% | +59.9% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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