-21.8%
MDB vs MET
+86.8%
-108.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.2% |
| 7D | -17.4% | +1.2% | -18.6% | -18.1% |
| 30D | -2.0% | +1.4% | -3.4% | -3.3% |
| 3M | -3.0% | +17.7% | -20.7% | -12.6% |
| 6M | +48.7% | +35.0% | +13.7% | +22.7% |
| YTD | -12.1% | +26.3% | -38.4% | -24.6% |
| 1Y | +14.5% | +22.8% | -8.3% | -0.6% |
| 3Y | -6.1% | +65.9% | -72.1% | -33.8% |
| All | -21.8% | +86.8% | -108.7% | -48.4% |
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