+209.9%
MET vs AR
+48.7%
+161.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.3% | -10.5% | +11.8% | +3.2% |
| 30D | +4.0% | +1.3% | +2.7% | +3.6% |
| 3M | +4.6% | +4.8% | -0.2% | +3.4% |
| 6M | +32.8% | +1.2% | +31.6% | +31.7% |
| YTD | +32.3% | +5.5% | +26.8% | +29.3% |
| 1Y | +37.1% | +8.1% | +29.1% | +33.2% |
| 3Y | +86.8% | +38.8% | +48.0% | +70.2% |
| 5Y | +87.4% | +78.8% | +8.5% | +57.4% |
| 10Y | +209.9% | +46.4% | +163.5% | +113.3% |
| All | +209.9% | +48.7% | +161.3% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling