+104.7%
COST vs MET
+82.5%
+22.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -8.1% | +13.1% | -21.2% | -10.7% |
| 6M | -9.2% | +39.0% | -48.2% | -15.9% |
| YTD | +5.1% | +25.2% | -20.1% | -0.5% |
| 1Y | -5.1% | +25.6% | -30.7% | -10.4% |
| 3Y | +70.4% | +67.1% | +3.3% | +47.1% |
| 5Y | +104.7% | +85.1% | +19.6% | +76.1% |
| All | +104.7% | +82.5% | +22.2% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling