+208.6%
B vs MET
+206.5%
+2.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.2% |
| 7D | +7.1% | +1.8% | +5.4% | +7.0% |
| 30D | -3.3% | +4.8% | -8.1% | -3.7% |
| 3M | -2.5% | +6.2% | -8.7% | -3.0% |
| 6M | -7.2% | +33.8% | -41.0% | -9.1% |
| YTD | -7.4% | +33.3% | -40.7% | -9.3% |
| 1Y | +16.4% | +36.3% | -19.9% | +13.9% |
| 3Y | +178.7% | +84.6% | +94.1% | +168.5% |
| 5Y | +121.7% | +87.7% | +34.0% | +114.2% |
| 10Y | +208.6% | +198.0% | +10.7% | +197.5% |
| All | +208.6% | +206.5% | +2.2% | +197.5% |
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