+67.3%
F vs MET
+197.3%
-130.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.1% | +4.5% | -7.6% | -5.9% |
| 30D | 0.0% | +3.5% | -3.5% | -2.3% |
| 3M | -13.2% | +5.9% | -19.2% | -16.7% |
| 6M | -10.2% | +33.1% | -43.3% | -26.6% |
| YTD | -4.9% | +33.6% | -38.5% | -22.9% |
| 1Y | -6.1% | +32.7% | -38.8% | -23.5% |
| 3Y | +46.0% | +85.0% | -39.1% | -7.6% |
| 5Y | -15.7% | +85.6% | -101.3% | -46.8% |
| All | +67.3% | +197.3% | -130.0% | -31.7% |
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