+3,653.2%
FIX vs MET
+222.3%
+3,430.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.4% |
| 7D | -17.5% | -1.2% | -16.3% | -17.0% |
| 30D | -41.6% | +3.2% | -44.8% | -42.9% |
| 3M | -40.6% | -1.1% | -39.5% | -40.5% |
| 6M | -49.4% | +25.0% | -74.4% | -57.1% |
| YTD | +9.2% | +27.9% | -18.7% | -9.5% |
| 1Y | +6.5% | +32.9% | -26.4% | -14.1% |
| 3Y | +448.7% | +78.8% | +369.9% | +260.0% |
| 5Y | +948.7% | +79.6% | +869.2% | +572.3% |
| All | +3,653.2% | +222.3% | +3,430.9% | +1,376.3% |
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