+69.0%
F vs MET
+202.5%
-133.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -2.1% | 0.0% | -2.2% | -2.3% |
| 30D | +3.3% | +3.4% | -0.1% | +1.0% |
| 3M | -11.3% | +7.0% | -18.3% | -15.4% |
| 6M | +5.3% | +34.6% | -29.3% | -14.6% |
| YTD | -2.2% | +34.0% | -36.2% | -20.9% |
| 1Y | -3.5% | +35.9% | -39.5% | -22.8% |
| 3Y | +49.5% | +85.5% | -36.0% | -5.5% |
| 5Y | -13.5% | +87.8% | -101.3% | -45.9% |
| 10Y | +69.0% | +199.7% | -130.7% | -31.6% |
| All | +69.0% | +202.5% | -133.5% | -31.6% |
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