+3,800.0%
FIX vs MET
+227.5%
+3,572.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +7.2% |
| 7D | -7.2% | +1.3% | -8.6% | -8.0% |
| 30D | -35.1% | +4.0% | -39.1% | -36.7% |
| 3M | -34.3% | +4.6% | -38.9% | -36.4% |
| 6M | -42.9% | +32.8% | -75.7% | -53.4% |
| YTD | +19.5% | +32.3% | -12.8% | -2.9% |
| 1Y | +16.8% | +37.1% | -20.4% | -7.5% |
| 3Y | +506.7% | +86.8% | +419.9% | +287.7% |
| 5Y | +1,046.7% | +87.4% | +959.3% | +616.6% |
| 10Y | +3,800.0% | +209.9% | +3,590.1% | +1,478.7% |
| All | +3,800.0% | +227.5% | +3,572.5% | +1,478.7% |
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