+194.4%
MET vs CAPR
-65.7%
+260.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.9% |
| 7D | +4.5% | +5.9% | -1.4% | +4.3% |
| 30D | +3.5% | +44.6% | -41.1% | +2.7% |
| 3M | +5.9% | +126.4% | -120.4% | +3.7% |
| 6M | +33.1% | -68.6% | +101.6% | +33.9% |
| YTD | +33.6% | -67.0% | +100.6% | +34.0% |
| 1Y | +32.7% | +65.2% | -32.5% | +22.9% |
| 3Y | +85.0% | +235.6% | -150.5% | +61.3% |
| 5Y | +85.6% | +175.4% | -89.8% | +59.6% |
| All | +194.4% | -65.7% | +260.1% | +135.7% |
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