+3,759.0%
FIX vs MET
+202.5%
+3,556.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.7% |
| 7D | +6.4% | 0.0% | +6.4% | +6.7% |
| 30D | -29.1% | +3.4% | -32.5% | -30.5% |
| 3M | -31.1% | +7.0% | -38.1% | -34.3% |
| 6M | -42.8% | +34.6% | -77.4% | -53.7% |
| YTD | +24.6% | +34.0% | -9.3% | +0.5% |
| 1Y | +21.9% | +35.9% | -14.0% | -2.8% |
| 3Y | +524.9% | +85.5% | +439.4% | +301.4% |
| 5Y | +1,092.2% | +87.8% | +1,004.5% | +644.5% |
| 10Y | +3,759.0% | +199.7% | +3,559.3% | +1,489.8% |
| All | +3,759.0% | +202.5% | +3,556.5% | +1,489.8% |
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