-45.2%
MDB vs MET
+78.1%
-123.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.6% |
| 7D | -11.4% | -1.2% | -10.2% | -10.8% |
| 30D | -13.8% | +3.2% | -17.0% | -15.7% |
| 3M | -15.5% | -1.1% | -14.4% | -15.2% |
| 6M | +17.9% | +25.0% | -7.1% | +1.3% |
| YTD | -25.5% | +27.9% | -53.3% | -37.1% |
| 1Y | -12.1% | +32.9% | -45.0% | -27.9% |
| 3Y | -5.9% | +78.8% | -84.7% | -39.1% |
| All | -45.2% | +78.1% | -123.4% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling