+1,209.8%
MET vs IRM
+3,216.6%
-2,006.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.3% |
| 7D | +1.2% | -0.5% | +1.6% | +1.3% |
| 30D | +1.4% | -8.1% | +9.5% | +4.9% |
| 3M | +17.7% | -9.7% | +27.4% | +22.1% |
| 6M | +35.0% | +10.0% | +25.0% | +27.6% |
| YTD | +26.3% | +43.0% | -16.7% | +5.4% |
| 1Y | +22.8% | +32.7% | -9.9% | +5.1% |
| 3Y | +65.9% | +102.7% | -36.8% | +13.3% |
| 5Y | +85.4% | +187.6% | -102.2% | +4.4% |
| 10Y | +253.7% | +420.1% | -166.4% | +43.5% |
| All | +1,209.8% | +3,216.6% | -2,006.8% | +136.6% |
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