+284.9%
IR vs MET
+185.3%
+99.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.3% |
| 7D | +0.6% | +1.1% | -0.5% | -0.2% |
| 30D | -13.6% | -2.3% | -11.3% | -12.4% |
| 3M | +3.7% | +13.9% | -10.2% | -5.1% |
| 6M | -13.1% | +34.8% | -47.9% | -28.7% |
| YTD | -5.1% | +23.5% | -28.7% | -18.1% |
| 1Y | -6.5% | +23.4% | -29.9% | -19.4% |
| 3Y | +8.5% | +64.9% | -56.4% | -23.6% |
| 5Y | +43.3% | +82.0% | -38.7% | -6.4% |
| All | +284.9% | +185.3% | +99.6% | +79.0% |
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