+336.0%
IR vs MET
+209.3%
+126.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | +7.6% | +3.4% | +4.2% | +5.2% |
| 3M | +0.1% | +7.0% | -6.9% | -4.4% |
| 6M | +14.0% | +34.6% | -20.7% | -6.6% |
| YTD | +7.5% | +34.0% | -26.5% | -12.0% |
| 1Y | +10.1% | +35.9% | -25.8% | -10.7% |
| 3Y | +24.9% | +85.5% | -60.6% | -18.5% |
| 5Y | +46.9% | +87.8% | -40.9% | -5.7% |
| All | +336.0% | +209.3% | +126.6% | +92.3% |
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