+86.4%
MET vs FIVE
+31.2%
+55.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.4% |
| 30D | +1.4% | +12.5% | -11.1% | -0.6% |
| 3M | +17.7% | +31.2% | -13.5% | +12.4% |
| 6M | +35.0% | +14.4% | +20.6% | +31.0% |
| YTD | +26.3% | +33.9% | -7.6% | +19.2% |
| 1Y | +22.8% | +65.1% | -42.2% | +11.6% |
| 3Y | +65.9% | +49.0% | +17.0% | +46.4% |
| All | +86.4% | +31.2% | +55.2% | +62.6% |
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