+244.4%
MET vs CAPR
-77.1%
+321.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | +1.1% | -9.5% | +10.6% | +1.3% |
| 30D | -2.3% | +121.5% | -123.8% | -4.1% |
| 3M | +13.9% | -65.4% | +79.2% | +14.6% |
| 6M | +34.8% | -67.5% | +102.3% | +35.7% |
| YTD | +23.5% | -68.6% | +92.1% | +24.3% |
| 1Y | +23.4% | +42.7% | -19.3% | +14.8% |
| 3Y | +64.9% | +43.4% | +21.5% | +47.4% |
| 5Y | +82.0% | +86.0% | -4.0% | +58.7% |
| 10Y | +244.4% | -77.4% | +321.8% | +181.2% |
| All | +244.4% | -77.1% | +321.5% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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