+219.8%
ARM vs MET
+73.9%
+145.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +11.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.2% |
| 30D | -20.3% | +3.4% | -23.7% | -21.8% |
| 3M | -24.4% | +7.0% | -31.4% | -27.6% |
| 6M | -4.4% | +34.6% | -39.0% | -22.6% |
| YTD | +86.0% | +34.0% | +52.1% | +50.4% |
| 1Y | +35.8% | +35.9% | -0.1% | +8.3% |
| 3Y | +289.1% | +85.5% | +203.6% | +145.9% |
| All | +219.8% | +73.9% | +145.9% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling