+255.0%
MET vs IP
+23.2%
+231.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.7% |
| 7D | +1.2% | -5.3% | +6.4% | +3.8% |
| 30D | +1.4% | -10.9% | +12.3% | +6.8% |
| 3M | +17.7% | +11.2% | +6.5% | +9.5% |
| 6M | +35.0% | -10.2% | +45.2% | +38.2% |
| YTD | +26.3% | -2.0% | +28.3% | +22.1% |
| 1Y | +22.8% | -19.1% | +41.9% | +30.0% |
| 3Y | +65.9% | +20.9% | +45.1% | +27.3% |
| 5Y | +85.4% | -17.8% | +103.2% | +79.8% |
| All | +255.0% | +23.2% | +231.8% | +138.3% |
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