+241.6%
MET vs ALL
+359.1%
-117.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.8% | -2.2% | +1.5% | +0.8% |
| 30D | -1.4% | -5.6% | +4.2% | +2.5% |
| 3M | +12.5% | +17.2% | -4.7% | +0.3% |
| 6M | +37.1% | +23.2% | +13.8% | +17.3% |
| YTD | +23.8% | +23.6% | +0.2% | +5.0% |
| 1Y | +24.1% | +29.2% | -5.0% | +1.6% |
| 3Y | +65.2% | +153.8% | -88.6% | -20.7% |
| 5Y | +82.3% | +116.1% | -33.8% | -5.8% |
| 10Y | +241.6% | +364.8% | -123.2% | -0.6% |
| All | +241.6% | +359.1% | -117.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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