+89.4%
MET vs COMP
-52.0%
+141.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.2% | -2.3% |
| 7D | -1.2% | +13.4% | -14.6% | -2.2% |
| 30D | +3.2% | +11.1% | -7.9% | +2.2% |
| 3M | -1.1% | -18.8% | +17.7% | +0.1% |
| 6M | +25.0% | +10.5% | +14.5% | +23.2% |
| YTD | +27.9% | -3.4% | +31.3% | +26.3% |
| 1Y | +32.9% | +19.7% | +13.2% | +29.1% |
| 3Y | +78.8% | +381.6% | -302.8% | +52.5% |
| 5Y | +79.6% | -17.6% | +97.2% | +65.9% |
| All | +89.4% | -52.0% | +141.3% | +80.9% |
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