+942.1%
MDB vs MET
+166.9%
+775.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +6.8% | +4.5% | +2.4% | +5.2% |
| 30D | -6.2% | +3.5% | -9.7% | -7.5% |
| 3M | -29.2% | +5.9% | -35.2% | -30.8% |
| 6M | +10.3% | +33.1% | -22.8% | -1.2% |
| YTD | -20.4% | +33.6% | -53.9% | -28.9% |
| 1Y | -4.8% | +32.7% | -37.5% | -14.9% |
| 3Y | -11.6% | +85.0% | -96.6% | -29.6% |
| 5Y | -41.0% | +85.6% | -126.6% | -53.0% |
| All | +942.1% | +166.9% | +775.2% | +556.6% |
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