+244.4%
MET vs AR
+45.1%
+199.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +1.1% | -1.8% | +3.0% | +1.5% |
| 30D | -2.3% | +12.6% | -14.9% | -4.3% |
| 3M | +13.9% | +10.0% | +3.9% | +11.8% |
| 6M | +34.8% | +0.6% | +34.2% | +33.7% |
| YTD | +23.5% | +13.4% | +10.1% | +19.6% |
| 1Y | +23.4% | +21.7% | +1.7% | +17.5% |
| 3Y | +64.9% | +45.8% | +19.1% | +49.1% |
| 5Y | +82.0% | +144.3% | -62.2% | +45.1% |
| 10Y | +244.4% | +41.8% | +202.6% | +139.9% |
| All | +244.4% | +45.1% | +199.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling