+243.8%
MET vs EAT
+374.9%
-131.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | -7.7% | +7.2% | +1.4% |
| 30D | +0.5% | -13.6% | +14.1% | +3.8% |
| 3M | +11.6% | +33.9% | -22.3% | +3.5% |
| 6M | +40.8% | +47.2% | -6.4% | +26.4% |
| YTD | +25.7% | +48.1% | -22.4% | +12.2% |
| 1Y | +24.4% | +33.7% | -9.3% | +12.9% |
| 3Y | +67.5% | +595.8% | -528.3% | -3.1% |
| 5Y | +85.8% | +314.4% | -228.6% | +15.8% |
| All | +243.8% | +374.9% | -131.2% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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