+194.4%
MET vs GRMN
+628.7%
-434.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | +4.5% | -0.9% | +5.3% | +4.9% |
| 30D | +3.5% | +1.2% | +2.4% | +2.8% |
| 3M | +5.9% | -8.9% | +14.9% | +10.1% |
| 6M | +33.1% | +23.0% | +10.1% | +18.2% |
| YTD | +33.6% | +41.2% | -7.7% | +9.6% |
| 1Y | +32.7% | +47.5% | -14.8% | +6.5% |
| 3Y | +85.0% | +155.8% | -70.7% | +2.5% |
| 5Y | +85.6% | +120.2% | -34.6% | +10.8% |
| All | +194.4% | +628.7% | -434.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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