+67.5%
MET vs LYB
-23.1%
+90.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +0.5% | +2.5% | -2.0% | -0.3% |
| 3M | +11.6% | +1.4% | +10.2% | +10.8% |
| 6M | +40.8% | -3.5% | +44.3% | +38.1% |
| YTD | +25.7% | +52.0% | -26.3% | +3.5% |
| 1Y | +24.4% | +22.1% | +2.3% | +11.2% |
| 3Y | +67.5% | -22.8% | +90.2% | +80.4% |
| All | +67.5% | -23.1% | +90.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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