+241.6%
MET vs AG
+64.8%
+176.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -1.4% | +12.5% | -13.8% | -2.1% |
| 3M | +12.5% | +28.2% | -15.6% | +10.7% |
| 6M | +37.1% | -18.8% | +55.9% | +37.8% |
| YTD | +23.8% | +27.4% | -3.6% | +20.6% |
| 1Y | +24.1% | +132.2% | -108.1% | +16.2% |
| 3Y | +65.2% | +286.9% | -221.7% | +46.9% |
| 5Y | +82.3% | +72.8% | +9.5% | +66.9% |
| 10Y | +241.6% | +74.6% | +167.0% | +202.9% |
| All | +241.6% | +64.8% | +176.8% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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