+244.4%
MET vs APD
+161.1%
+83.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | +1.1% | -2.5% | +3.6% | +2.6% |
| 30D | -2.3% | -1.9% | -0.4% | -1.3% |
| 3M | +13.9% | +8.2% | +5.6% | +8.2% |
| 6M | +34.8% | +10.7% | +24.1% | +25.7% |
| YTD | +23.5% | +22.9% | +0.6% | +7.7% |
| 1Y | +23.4% | +5.8% | +17.6% | +16.7% |
| 3Y | +64.9% | +7.8% | +57.1% | +48.1% |
| 5Y | +82.0% | +26.1% | +55.9% | +40.8% |
| 10Y | +244.4% | +163.7% | +80.6% | +55.5% |
| All | +244.4% | +161.1% | +83.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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