+336.0%
IR vs MET
+208.4%
+127.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +2.5% | +4.5% | -1.9% | -0.3% |
| 30D | +9.2% | +3.5% | +5.6% | +6.6% |
| 3M | +0.9% | +5.9% | -5.0% | -3.0% |
| 6M | +19.2% | +33.1% | -13.8% | -1.5% |
| YTD | +7.5% | +33.6% | -26.1% | -11.9% |
| 1Y | +11.7% | +32.7% | -20.9% | -8.0% |
| 3Y | +23.9% | +85.0% | -61.1% | -19.0% |
| 5Y | +46.4% | +85.6% | -39.2% | -5.4% |
| All | +336.0% | +208.4% | +127.5% | +92.6% |
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