+286.5%
C vs MET
+247.1%
+39.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +1.1% |
| 7D | +3.2% | +1.1% | +2.0% | +2.2% |
| 30D | +1.3% | -2.3% | +3.6% | +3.2% |
| 3M | +3.1% | +13.9% | -10.8% | -8.2% |
| 6M | +29.6% | +34.8% | -5.2% | +0.1% |
| YTD | +19.0% | +23.5% | -4.6% | -1.5% |
| 1Y | +45.6% | +23.4% | +22.2% | +20.3% |
| 3Y | +269.3% | +64.9% | +204.4% | +135.0% |
| 5Y | +131.6% | +82.0% | +49.5% | +32.5% |
| 10Y | +286.5% | +244.4% | +42.2% | +23.9% |
| All | +286.5% | +247.1% | +39.5% | +23.9% |
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