+1,289.4%
MET vs IRM
+3,115.7%
-1,826.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | 0.0% | -5.3% | +5.3% | +2.2% |
| 30D | +3.4% | -2.3% | +5.7% | +4.0% |
| 3M | +7.0% | -7.4% | +14.4% | +9.7% |
| 6M | +34.6% | -12.2% | +46.9% | +40.5% |
| YTD | +34.0% | +38.6% | -4.7% | +12.6% |
| 1Y | +35.9% | +14.9% | +21.0% | +23.8% |
| 3Y | +85.5% | +108.2% | -22.7% | +24.3% |
| 5Y | +87.8% | +183.8% | -96.1% | +5.8% |
| 10Y | +199.7% | +512.6% | -312.9% | +12.9% |
| All | +1,289.4% | +3,115.7% | -1,826.3% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling