+97.8%
MET vs COMP
-52.0%
+149.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | +3.5% | +16.6% | -13.0% | +2.2% |
| 3M | +5.9% | -23.5% | +29.5% | +7.7% |
| 6M | +33.1% | +25.7% | +7.3% | +29.9% |
| YTD | +33.6% | -3.4% | +37.0% | +31.9% |
| 1Y | +32.7% | +7.6% | +25.1% | +29.9% |
| 3Y | +85.0% | +423.6% | -338.5% | +56.9% |
| 5Y | +85.6% | -10.6% | +96.2% | +70.6% |
| All | +97.8% | -52.0% | +149.8% | +88.9% |
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