+125.6%
EW vs MET
+245.0%
-119.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -0.8% | -4.4% | -4.9% |
| 30D | -6.4% | -1.4% | -5.0% | -6.0% |
| 3M | -1.6% | +12.5% | -14.1% | -5.8% |
| 6M | +2.3% | +37.1% | -34.8% | -8.6% |
| YTD | +1.1% | +23.8% | -22.7% | -6.7% |
| 1Y | +8.0% | +24.1% | -16.1% | -0.7% |
| 3Y | +16.3% | +65.2% | -48.8% | -5.7% |
| 5Y | -29.4% | +82.3% | -111.7% | -46.0% |
| 10Y | +125.6% | +241.6% | -116.0% | +25.7% |
| All | +125.6% | +245.0% | -119.4% | +25.7% |
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