+241.6%
MET vs COO
+36.7%
+204.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +2.7% |
| 7D | -0.8% | -9.0% | +8.2% | +3.0% |
| 30D | -1.4% | -16.8% | +15.4% | +6.1% |
| 3M | +12.5% | -7.5% | +20.0% | +15.5% |
| 6M | +37.1% | -16.3% | +53.4% | +46.2% |
| YTD | +23.8% | -22.5% | +46.3% | +36.3% |
| 1Y | +24.1% | -7.0% | +31.1% | +26.0% |
| 3Y | +65.2% | -27.5% | +92.7% | +79.2% |
| 5Y | +82.3% | -43.3% | +125.6% | +117.8% |
| 10Y | +241.6% | +37.6% | +204.0% | +229.3% |
| All | +241.6% | +36.7% | +204.8% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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