+82.0%
MET vs AG
+65.4%
+16.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.1% | +4.5% | -3.3% | +0.9% |
| 30D | -2.3% | +12.9% | -15.2% | -3.0% |
| 3M | +13.9% | +20.9% | -7.1% | +12.4% |
| 6M | +34.8% | -19.5% | +54.3% | +35.6% |
| YTD | +23.5% | +24.8% | -1.3% | +20.3% |
| 1Y | +23.4% | +120.2% | -96.8% | +15.1% |
| 3Y | +64.9% | +279.0% | -214.1% | +44.5% |
| 5Y | +82.0% | +67.9% | +14.1% | +69.6% |
| All | +82.0% | +65.4% | +16.6% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling