+307.4%
MET vs LYB
+631.6%
-324.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | 0.0% | +1.5% | -1.6% | -1.1% |
| 3M | +13.1% | -0.3% | +13.3% | +12.1% |
| 6M | +39.0% | +0.1% | +38.9% | +33.0% |
| YTD | +25.2% | +53.4% | -28.2% | -5.7% |
| 1Y | +25.6% | +25.6% | 0.0% | +3.9% |
| 3Y | +67.1% | -21.3% | +88.4% | +72.5% |
| 5Y | +85.1% | -2.4% | +87.6% | +66.1% |
| 10Y | +245.5% | +48.8% | +196.7% | +129.1% |
| All | +307.4% | +631.6% | -324.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling