+220.2%
MET vs IP
+26.3%
+193.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -1.2% | -5.1% | +3.9% | +1.3% |
| 30D | +3.2% | +8.5% | -5.3% | -1.1% |
| 3M | -1.1% | -13.8% | +12.7% | +5.5% |
| 6M | +25.0% | +5.7% | +19.3% | +18.1% |
| YTD | +27.9% | -9.1% | +37.0% | +27.6% |
| 1Y | +32.9% | -0.8% | +33.7% | +25.9% |
| 3Y | +78.8% | +14.8% | +64.0% | +39.1% |
| 5Y | +79.6% | -11.5% | +91.1% | +62.0% |
| All | +220.2% | +26.3% | +193.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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