+198.0%
MET vs ALM
+2,040.7%
-1,842.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +1.0% |
| 7D | +1.8% | -6.3% | +8.1% | +1.9% |
| 30D | +4.8% | -31.4% | +36.2% | +5.9% |
| 3M | +6.2% | -40.6% | +46.8% | +7.5% |
| 6M | +33.8% | -58.6% | +92.4% | +36.5% |
| YTD | +33.3% | -7.6% | +40.9% | +31.9% |
| 1Y | +36.3% | +13.8% | +22.5% | +33.8% |
| 3Y | +84.6% | +842.1% | -757.6% | +66.2% |
| 5Y | +87.7% | +407.4% | -319.7% | +70.0% |
| 10Y | +198.0% | +2,079.4% | -1,881.4% | +169.0% |
| All | +198.0% | +2,040.7% | -1,842.7% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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