+82.3%
MET vs IT
-45.7%
+128.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -0.8% | -9.1% | +8.4% | +1.3% |
| 30D | -1.4% | -12.2% | +10.8% | +1.3% |
| 3M | +12.5% | +7.8% | +4.7% | +9.0% |
| 6M | +37.1% | +2.0% | +35.1% | +33.5% |
| YTD | +23.8% | -32.7% | +56.5% | +34.2% |
| 1Y | +24.1% | -31.1% | +55.2% | +32.8% |
| 3Y | +65.2% | -52.1% | +117.3% | +95.8% |
| 5Y | +82.3% | -46.3% | +128.5% | +96.9% |
| All | +82.3% | -45.7% | +128.0% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling