+390.9%
MET vs VRSK
+586.4%
-195.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -5.2% | +4.7% | +2.0% |
| 30D | +0.5% | -2.3% | +2.8% | +1.3% |
| 3M | +11.6% | -2.9% | +14.5% | +12.0% |
| 6M | +40.8% | -12.8% | +53.6% | +47.7% |
| YTD | +25.7% | -20.8% | +46.5% | +37.5% |
| 1Y | +24.4% | -33.2% | +57.6% | +48.1% |
| 3Y | +67.5% | -26.6% | +94.0% | +85.3% |
| 5Y | +85.8% | -11.3% | +97.1% | +78.8% |
| 10Y | +246.8% | +126.1% | +120.6% | +85.4% |
| All | +390.9% | +586.4% | -195.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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