-18.2%
MDT vs MET
+83.9%
-102.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +14.3% | +11.6% | +2.7% | +10.5% |
| 6M | +4.0% | +40.8% | -36.8% | -6.0% |
| YTD | -3.7% | +25.7% | -29.3% | -10.3% |
| 1Y | -0.4% | +24.4% | -24.7% | -7.1% |
| 3Y | +23.3% | +67.5% | -44.1% | +3.4% |
| All | -18.2% | +83.9% | -102.1% | -33.5% |
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