+82.0%
MET vs ADM
+64.4%
+17.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -2.3% | +11.0% | -13.3% | -5.4% |
| 3M | +13.9% | +6.0% | +7.9% | +11.6% |
| 6M | +34.8% | +26.9% | +7.9% | +24.3% |
| YTD | +23.5% | +50.0% | -26.5% | +7.7% |
| 1Y | +23.4% | +39.6% | -16.2% | +9.7% |
| 3Y | +64.9% | +18.5% | +46.3% | +53.3% |
| 5Y | +82.0% | +62.6% | +19.5% | +27.4% |
| All | +82.0% | +64.4% | +17.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling