+97.4%
MET vs COMP
-53.0%
+150.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.3% |
| 7D | +1.8% | +7.2% | -5.4% | +1.1% |
| 30D | +4.8% | +6.4% | -1.6% | +4.1% |
| 3M | +6.2% | -19.4% | +25.6% | +7.6% |
| 6M | +33.8% | +14.6% | +19.2% | +31.5% |
| YTD | +33.3% | -5.5% | +38.8% | +31.9% |
| 1Y | +36.3% | +13.7% | +22.7% | +32.9% |
| 3Y | +84.6% | +409.7% | -325.1% | +56.8% |
| 5Y | +87.7% | -17.0% | +104.7% | +73.4% |
| All | +97.4% | -53.0% | +150.4% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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