+33.1%
MET vs IRE
-97.3%
+130.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +5.9% | +3.5% |
| 7D | +1.3% | -15.5% | +16.8% | +1.3% |
| 30D | +4.0% | -70.4% | +74.4% | +3.8% |
| 3M | +4.6% | -81.6% | +86.2% | +4.2% |
| 6M | +32.8% | -94.7% | +127.5% | +33.1% |
| YTD | +32.3% | -91.8% | +124.0% | +30.1% |
| 1Y | +37.1% | -97.6% | +134.7% | +35.7% |
| All | +33.1% | -97.3% | +130.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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