+85.7%
MET vs MKC
-35.5%
+121.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +4.5% | -3.0% | +7.4% | +5.1% |
| 30D | +3.5% | +4.8% | -1.3% | +2.6% |
| 3M | +5.9% | -12.8% | +18.8% | +8.5% |
| 6M | +33.1% | +5.0% | +28.0% | +31.4% |
| YTD | +33.6% | -29.1% | +62.6% | +41.9% |
| 1Y | +32.7% | -26.4% | +59.1% | +39.6% |
| 3Y | +85.0% | -21.6% | +106.7% | +92.1% |
| All | +85.7% | -35.5% | +121.2% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling