+34.4%
MET vs IRE
-98.1%
+132.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.1% | +0.7% |
| 7D | +4.5% | -31.8% | +36.3% | +4.4% |
| 30D | +3.5% | -71.8% | +75.3% | +3.3% |
| 3M | +5.9% | -88.9% | +94.8% | +5.5% |
| 6M | +33.1% | -95.4% | +128.4% | +33.0% |
| YTD | +33.6% | -94.2% | +127.8% | +31.3% |
| 1Y | +32.7% | -97.1% | +129.8% | +30.7% |
| All | +34.4% | -98.1% | +132.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling