+199.7%
MET vs A
+308.8%
-109.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | +3.4% | +3.3% | +0.1% | +1.8% |
| 3M | +7.0% | +18.5% | -11.6% | -1.6% |
| 6M | +34.6% | +59.3% | -24.7% | +6.1% |
| YTD | +34.0% | +31.0% | +2.9% | +15.5% |
| 1Y | +35.9% | +19.3% | +16.6% | +22.6% |
| 3Y | +85.5% | +66.8% | +18.7% | +34.5% |
| 5Y | +87.8% | +15.5% | +72.3% | +61.2% |
| 10Y | +199.7% | +312.3% | -112.7% | +26.0% |
| All | +199.7% | +308.8% | -109.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling