+242.5%
MET vs ED
+109.0%
+133.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -2.5% | -1.9% | -0.6% | -1.8% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +13.1% | 0.0% | +13.1% | +13.0% |
| 6M | +39.0% | -2.5% | +41.5% | +39.9% |
| YTD | +25.2% | +10.1% | +15.1% | +19.9% |
| 1Y | +25.6% | +13.6% | +12.1% | +18.7% |
| 3Y | +67.1% | +32.4% | +34.6% | +45.4% |
| 5Y | +85.1% | +69.9% | +15.3% | +42.1% |
| All | +242.5% | +109.0% | +133.5% | +193.6% |
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