+194.4%
MET vs IT
+90.0%
+104.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | +3.5% | -1.8% | +5.4% | +3.4% |
| 3M | +5.9% | +4.8% | +1.1% | +2.5% |
| 6M | +33.1% | +33.0% | +0.1% | +14.3% |
| YTD | +33.6% | -23.8% | +57.4% | +40.8% |
| 1Y | +32.7% | -16.5% | +49.2% | +34.2% |
| 3Y | +85.0% | -53.6% | +138.7% | +134.1% |
| 5Y | +85.6% | -42.1% | +127.7% | +102.6% |
| All | +194.4% | +90.0% | +104.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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