+204.2%
MDT vs MET
+1,381.0%
-1,176.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.0% | +4.5% | -3.4% | -0.1% |
| 30D | +9.2% | +3.5% | +5.6% | +8.2% |
| 3M | +14.5% | +5.9% | +8.6% | +12.8% |
| 6M | +37.3% | +33.1% | +4.2% | +27.4% |
| YTD | +9.8% | +33.6% | -23.8% | +1.5% |
| 1Y | +10.5% | +32.7% | -22.1% | +2.2% |
| 3Y | +57.4% | +85.0% | -27.6% | +32.2% |
| 5Y | +1.2% | +85.6% | -84.4% | -16.0% |
| 10Y | +63.2% | +198.8% | -135.6% | +16.0% |
| All | +204.2% | +1,381.0% | -1,176.8% | +50.7% |
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