+242.5%
MET vs IT
+92.9%
+149.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.5% | -12.7% | +10.2% | +2.3% |
| 30D | 0.0% | -8.9% | +8.9% | +3.0% |
| 3M | +13.1% | +10.1% | +2.9% | +6.2% |
| 6M | +39.0% | +7.3% | +31.7% | +29.9% |
| YTD | +25.2% | -32.4% | +57.6% | +39.4% |
| 1Y | +25.6% | -26.6% | +52.3% | +33.8% |
| 3Y | +67.1% | -51.8% | +118.9% | +105.3% |
| 5Y | +85.1% | -45.6% | +130.7% | +105.6% |
| All | +242.5% | +92.9% | +149.6% | +90.6% |
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