+471.0%
MET vs FIVE
+822.5%
-351.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +3.2% | +17.7% | -14.4% | -0.6% |
| 3M | -1.1% | +4.0% | -5.1% | -2.5% |
| 6M | +25.0% | +2.6% | +22.4% | +22.8% |
| YTD | +27.9% | +27.6% | +0.3% | +18.7% |
| 1Y | +32.9% | +59.9% | -27.1% | +16.8% |
| 3Y | +78.8% | +35.8% | +43.0% | +53.1% |
| 5Y | +79.6% | +14.4% | +65.1% | +54.5% |
| 10Y | +228.1% | +576.1% | -348.1% | +81.0% |
| All | +471.0% | +822.5% | -351.4% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling