+606.1%
COST vs MET
+249.3%
+356.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -4.7% | +0.5% | -5.2% | -4.8% |
| 3M | -7.1% | +11.6% | -18.7% | -9.3% |
| 6M | -8.5% | +40.8% | -49.3% | -14.9% |
| YTD | +5.4% | +25.7% | -20.3% | +0.1% |
| 1Y | -5.6% | +24.4% | -30.0% | -10.3% |
| 3Y | +68.5% | +67.5% | +1.0% | +48.9% |
| 5Y | +105.2% | +85.8% | +19.4% | +76.6% |
| All | +606.1% | +249.3% | +356.8% | +405.6% |
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