+211.9%
B vs MET
+245.0%
-33.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +9.5% | -1.4% | +10.9% | +9.6% |
| 3M | +14.3% | +12.5% | +1.8% | +13.5% |
| 6M | -1.9% | +37.1% | -39.0% | -3.8% |
| YTD | +4.1% | +23.8% | -19.7% | +2.6% |
| 1Y | +56.1% | +24.1% | +32.0% | +53.8% |
| 3Y | +202.0% | +65.2% | +136.8% | +193.7% |
| 5Y | +158.8% | +82.3% | +76.5% | +152.2% |
| 10Y | +211.9% | +241.6% | -29.7% | +182.1% |
| All | +211.9% | +245.0% | -33.1% | +182.1% |
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