+5,831.7%
FIX vs MET
+256.6%
+5,575.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +6.0% | +1.2% | +4.9% | +5.2% |
| 30D | -7.2% | +1.4% | -8.7% | -8.4% |
| 3M | -15.9% | +17.7% | -33.5% | -25.3% |
| 6M | +12.7% | +35.0% | -22.3% | -8.6% |
| YTD | +72.8% | +26.3% | +46.5% | +45.2% |
| 1Y | +122.9% | +22.8% | +100.1% | +90.0% |
| 3Y | +774.3% | +65.9% | +708.4% | +505.1% |
| 5Y | +2,049.5% | +85.4% | +1,964.1% | +1,258.5% |
| All | +5,831.7% | +256.6% | +5,575.1% | +2,542.9% |
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