+243.8%
MET vs ETR
+296.9%
-53.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.3% |
| 30D | +0.5% | -1.8% | +2.3% | +1.2% |
| 3M | +11.6% | -3.6% | +15.2% | +13.2% |
| 6M | +40.8% | +2.6% | +38.2% | +37.9% |
| YTD | +25.7% | +16.0% | +9.6% | +15.9% |
| 1Y | +24.4% | +20.1% | +4.2% | +12.6% |
| 3Y | +67.5% | +143.6% | -76.1% | +4.5% |
| 5Y | +85.8% | +124.4% | -38.5% | +18.4% |
| All | +243.8% | +296.9% | -53.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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