+352.1%
MET vs INDA
+109.8%
+242.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -0.8% | -2.6% | +1.8% | +0.9% |
| 30D | -1.4% | -2.9% | +1.6% | +0.5% |
| 3M | +12.5% | +2.4% | +10.1% | +10.7% |
| 6M | +37.1% | -2.6% | +39.7% | +38.9% |
| YTD | +23.8% | -10.0% | +33.7% | +31.8% |
| 1Y | +24.1% | -7.7% | +31.8% | +29.8% |
| 3Y | +65.2% | +8.9% | +56.3% | +54.7% |
| 5Y | +82.3% | +6.0% | +76.3% | +73.2% |
| 10Y | +241.6% | +84.4% | +157.2% | +123.7% |
| All | +352.1% | +109.8% | +242.3% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling