+243.8%
MET vs AZO
+296.8%
-53.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.5% | -3.6% | +3.1% | +0.9% |
| 30D | +0.5% | -5.6% | +6.0% | +2.6% |
| 3M | +11.6% | -6.6% | +18.3% | +13.9% |
| 6M | +40.8% | -22.5% | +63.3% | +53.7% |
| YTD | +25.7% | -15.2% | +40.8% | +31.6% |
| 1Y | +24.4% | -33.9% | +58.3% | +43.4% |
| 3Y | +67.5% | +11.8% | +55.7% | +52.6% |
| 5Y | +85.8% | +85.5% | +0.3% | +32.1% |
| All | +243.8% | +296.8% | -53.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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