+255.1%
MET vs ES
+83.4%
+171.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | +1.4% | -2.0% | +3.4% | +2.2% |
| 3M | +17.7% | +1.7% | +16.0% | +16.8% |
| 6M | +35.0% | -3.5% | +38.5% | +36.5% |
| YTD | +26.3% | +7.9% | +18.4% | +21.7% |
| 1Y | +22.8% | +17.2% | +5.7% | +13.4% |
| 3Y | +65.9% | +29.3% | +36.6% | +43.7% |
| 5Y | +85.4% | -5.7% | +91.1% | +82.9% |
| All | +255.1% | +83.4% | +171.7% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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