+198.0%
MET vs ALLY
+182.8%
+15.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +1.8% | -0.7% | +2.4% | +2.1% |
| 30D | +4.8% | +1.1% | +3.7% | +4.1% |
| 3M | +6.2% | -13.2% | +19.4% | +13.7% |
| 6M | +33.8% | -13.5% | +47.3% | +42.7% |
| YTD | +33.3% | -14.3% | +47.6% | +42.2% |
| 1Y | +36.3% | -1.1% | +37.5% | +35.3% |
| 3Y | +84.6% | +62.0% | +22.6% | +36.0% |
| 5Y | +87.7% | -9.6% | +97.3% | +77.2% |
| 10Y | +198.0% | +176.0% | +22.0% | +42.6% |
| All | +198.0% | +182.8% | +15.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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