+1,209.8%
MET vs IT
+1,088.3%
+121.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | +0.1% |
| 7D | +1.2% | -6.0% | +7.2% | +3.5% |
| 30D | +1.4% | 0.0% | +1.4% | +1.0% |
| 3M | +17.7% | +13.1% | +4.6% | +9.3% |
| 6M | +35.0% | +11.7% | +23.3% | +24.0% |
| YTD | +26.3% | -26.1% | +52.4% | +34.4% |
| 1Y | +22.8% | -21.3% | +44.1% | +26.1% |
| 3Y | +65.9% | -46.7% | +112.7% | +92.4% |
| 5Y | +85.4% | -40.5% | +125.9% | +99.5% |
| 10Y | +253.7% | +103.9% | +149.8% | +121.7% |
| All | +1,209.8% | +1,088.3% | +121.5% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling