+1,209.8%
MET vs MKC
+1,034.6%
+175.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | +1.2% | -5.9% | +7.0% | +4.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | +17.7% | +12.7% | +5.0% | +10.5% |
| 6M | +35.0% | -19.3% | +54.3% | +47.5% |
| YTD | +26.3% | -22.2% | +48.4% | +39.2% |
| 1Y | +22.8% | -23.3% | +46.2% | +35.7% |
| 3Y | +65.9% | -30.0% | +95.9% | +87.4% |
| 5Y | +85.4% | -33.8% | +119.1% | +108.2% |
| 10Y | +253.7% | +24.4% | +229.3% | +160.2% |
| All | +1,209.8% | +1,034.6% | +175.2% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling