+199.7%
MET vs ED
+141.1%
+58.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | 0.0% | -0.9% | +1.0% | +0.4% |
| 30D | +3.4% | +11.2% | -7.8% | -0.8% |
| 3M | +7.0% | +11.8% | -4.8% | +2.4% |
| 6M | +34.6% | +14.1% | +20.5% | +27.8% |
| YTD | +34.0% | +23.0% | +11.0% | +22.7% |
| 1Y | +35.9% | +23.7% | +12.3% | +24.1% |
| 3Y | +85.5% | +47.7% | +37.7% | +53.8% |
| 5Y | +87.8% | +82.6% | +5.1% | +38.8% |
| 10Y | +199.7% | +141.8% | +57.9% | +142.3% |
| All | +199.7% | +141.1% | +58.6% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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