+82.3%
MET vs IP
-12.5%
+94.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.9% |
| 7D | -0.5% | -5.0% | +4.5% | +1.0% |
| 30D | +3.3% | +6.5% | -3.3% | +1.3% |
| 3M | +4.2% | -18.0% | +22.3% | +10.0% |
| 6M | +27.3% | +10.3% | +17.0% | +21.5% |
| YTD | +29.8% | -9.9% | +39.7% | +30.7% |
| 1Y | +30.2% | -1.1% | +31.3% | +26.7% |
| 3Y | +77.6% | +13.0% | +64.6% | +51.7% |
| 5Y | +82.3% | -12.3% | +94.5% | +76.8% |
| All | +82.3% | -12.5% | +94.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling