+85.1%
MET vs MKC
-33.9%
+119.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | 0.0% | -3.4% | +3.4% | +0.6% |
| 3M | +13.1% | +3.8% | +9.3% | +12.1% |
| 6M | +39.0% | -17.9% | +56.9% | +44.2% |
| YTD | +25.2% | -23.6% | +48.8% | +31.5% |
| 1Y | +25.6% | -23.1% | +48.7% | +31.4% |
| 3Y | +67.1% | -31.5% | +98.6% | +79.2% |
| 5Y | +85.1% | -33.1% | +118.2% | +94.0% |
| All | +85.1% | -33.9% | +119.1% | +94.0% |
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