+243.8%
MET vs EFV
+169.9%
+73.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.9% |
| 7D | -0.5% | -0.8% | +0.3% | +0.5% |
| 30D | +0.5% | +0.6% | -0.1% | -0.3% |
| 3M | +11.6% | +7.5% | +4.1% | +2.2% |
| 6M | +40.8% | +13.0% | +27.8% | +20.9% |
| YTD | +25.7% | +18.3% | +7.3% | +1.7% |
| 1Y | +24.4% | +26.7% | -2.4% | -7.5% |
| 3Y | +67.5% | +89.6% | -22.1% | -25.3% |
| 5Y | +85.8% | +98.2% | -12.4% | -22.0% |
| All | +243.8% | +169.9% | +73.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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