+194.4%
MET vs ADM
+133.7%
+60.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.7% |
| 7D | +4.5% | +4.2% | +0.3% | +2.2% |
| 30D | +3.5% | -12.8% | +16.4% | +11.0% |
| 3M | +5.9% | -8.5% | +14.4% | +10.1% |
| 6M | +33.1% | -10.9% | +44.0% | +39.3% |
| YTD | +33.6% | +29.4% | +4.2% | +11.6% |
| 1Y | +32.7% | +27.5% | +5.1% | +11.6% |
| 3Y | +85.0% | +10.3% | +74.7% | +59.7% |
| 5Y | +85.6% | +27.4% | +58.2% | +32.3% |
| All | +194.4% | +133.7% | +60.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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