+207.2%
C vs MET
+195.0%
+12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +4.7% | +2.1% | +2.6% | +2.9% |
| 30D | +0.2% | +1.8% | -1.6% | -1.4% |
| 3M | -9.3% | +6.0% | -15.3% | -13.9% |
| 6M | -0.8% | +31.1% | -32.0% | -21.8% |
| YTD | +8.5% | +32.6% | -24.0% | -15.5% |
| 1Y | +23.1% | +30.5% | -7.4% | -3.0% |
| 3Y | +220.8% | +83.6% | +137.2% | +86.2% |
| 5Y | +112.4% | +84.2% | +28.2% | +20.4% |
| All | +207.2% | +195.0% | +12.1% | +7.4% |
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