+243.8%
MET vs INDA
+84.7%
+159.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -0.5% | -2.7% | +2.2% | +1.4% |
| 30D | +0.5% | -2.8% | +3.3% | +2.4% |
| 3M | +11.6% | +1.6% | +10.0% | +10.1% |
| 6M | +40.8% | -1.4% | +42.2% | +41.6% |
| YTD | +25.7% | -10.1% | +35.8% | +34.8% |
| 1Y | +24.4% | -8.8% | +33.1% | +31.7% |
| 3Y | +67.5% | +7.6% | +59.9% | +56.5% |
| 5Y | +85.8% | +5.8% | +80.0% | +75.0% |
| All | +243.8% | +84.7% | +159.1% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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