+241.6%
MET vs ALM
+3,082.3%
-2,840.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | -1.4% | +33.8% | -35.2% | -2.3% |
| 3M | +12.5% | +14.8% | -2.3% | +11.7% |
| 6M | +37.1% | -7.0% | +44.0% | +36.4% |
| YTD | +23.8% | +108.1% | -84.3% | +19.8% |
| 1Y | +24.1% | +313.8% | -289.6% | +17.1% |
| 3Y | +65.2% | +2,227.6% | -2,162.4% | +45.1% |
| 5Y | +82.3% | +956.6% | -874.4% | +62.1% |
| 10Y | +241.6% | +3,082.3% | -2,840.7% | +197.3% |
| All | +241.6% | +3,082.3% | -2,840.7% | +197.3% |
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