+85.7%
MET vs FIVE
+16.7%
+69.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.5% | +2.7% | +1.8% | +4.0% |
| 30D | +3.5% | +12.7% | -9.1% | +1.6% |
| 3M | +5.9% | +2.1% | +3.9% | +5.3% |
| 6M | +33.1% | +17.5% | +15.6% | +28.6% |
| YTD | +33.6% | +31.0% | +2.6% | +26.3% |
| 1Y | +32.7% | +67.7% | -35.1% | +20.2% |
| 3Y | +85.0% | +43.4% | +41.7% | +64.2% |
| All | +85.7% | +16.7% | +69.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling