+180.0%
MCD vs MET
+247.1%
-67.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -2.0% | +1.1% | -3.2% | -2.4% |
| 30D | -6.1% | -2.3% | -3.8% | -5.5% |
| 3M | -7.3% | +13.9% | -21.1% | -10.9% |
| 6M | -20.9% | +34.8% | -55.7% | -27.8% |
| YTD | -14.7% | +23.5% | -38.2% | -20.3% |
| 1Y | -16.1% | +23.4% | -39.5% | -21.8% |
| 3Y | -1.5% | +64.9% | -66.4% | -18.0% |
| 5Y | +20.4% | +82.0% | -61.6% | -4.8% |
| 10Y | +180.0% | +244.4% | -64.3% | +66.2% |
| All | +180.0% | +247.1% | -67.1% | +66.2% |
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