+96.3%
MET vs COMP
-52.8%
+149.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | +2.1% | +8.9% | -6.8% | +1.4% |
| 30D | +1.8% | +14.0% | -12.2% | +0.7% |
| 3M | +6.0% | -21.1% | +27.1% | +7.5% |
| 6M | +31.1% | +20.1% | +11.0% | +28.4% |
| YTD | +32.6% | -5.0% | +37.6% | +31.1% |
| 1Y | +30.5% | +5.7% | +24.8% | +27.9% |
| 3Y | +83.6% | +412.2% | -328.7% | +55.9% |
| 5Y | +84.2% | -12.1% | +96.3% | +69.5% |
| All | +96.3% | -52.8% | +149.1% | +87.7% |
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