+577.2%
MET vs SNY
+241.9%
+335.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.5% | -3.3% | +2.8% | +1.4% |
| 30D | +0.5% | -2.2% | +2.6% | +1.6% |
| 3M | +11.6% | -3.0% | +14.6% | +13.1% |
| 6M | +40.8% | +2.7% | +38.0% | +37.9% |
| YTD | +25.7% | -6.8% | +32.5% | +29.5% |
| 1Y | +24.4% | -5.3% | +29.6% | +26.2% |
| 3Y | +67.5% | -9.8% | +77.2% | +65.0% |
| 5Y | +85.8% | +9.7% | +76.1% | +55.9% |
| 10Y | +246.8% | +64.5% | +182.3% | +117.7% |
| All | +577.2% | +241.9% | +335.2% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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