+192.2%
MET vs IRM
+524.5%
-332.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.8% |
| 7D | +2.1% | +8.6% | -6.5% | -1.3% |
| 30D | +1.8% | 0.0% | +1.8% | +1.4% |
| 3M | +6.0% | -7.1% | +13.2% | +8.5% |
| 6M | +31.1% | -7.9% | +39.0% | +33.9% |
| YTD | +32.6% | +41.3% | -8.7% | +10.7% |
| 1Y | +30.5% | +20.7% | +9.7% | +16.5% |
| 3Y | +83.6% | +112.2% | -28.6% | +19.8% |
| 5Y | +84.2% | +191.2% | -107.0% | -0.9% |
| All | +192.2% | +524.5% | -332.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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