+82.3%
MET vs IRM
+190.5%
-108.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | -1.4% | -5.2% | +3.8% | +0.1% |
| 3M | +12.5% | -8.0% | +20.6% | +14.9% |
| 6M | +37.1% | +9.2% | +27.9% | +31.9% |
| YTD | +23.8% | +41.0% | -17.2% | +8.8% |
| 1Y | +24.1% | +23.3% | +0.9% | +13.6% |
| 3Y | +65.2% | +102.8% | -37.6% | +21.8% |
| 5Y | +82.3% | +192.8% | -110.5% | +20.1% |
| All | +82.3% | +190.5% | -108.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling