+176.3%
MDT vs MET
+1,300.1%
-1,123.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.6% |
| 7D | +3.2% | +1.2% | +2.1% | +2.9% |
| 30D | +9.5% | +1.4% | +8.1% | +9.0% |
| 3M | +16.0% | +17.7% | -1.7% | +11.1% |
| 6M | +0.2% | +35.0% | -34.8% | -7.4% |
| YTD | -0.3% | +26.3% | -26.6% | -6.5% |
| 1Y | +4.7% | +22.8% | -18.1% | -1.3% |
| 3Y | +26.5% | +65.9% | -39.4% | +9.2% |
| 5Y | -18.2% | +85.4% | -103.6% | -32.2% |
| 10Y | +40.0% | +253.7% | -213.7% | -4.2% |
| All | +176.3% | +1,300.1% | -1,123.9% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling