+195.2%
MET vs M
-6.5%
+201.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | 0.0% | -3.3% | +3.4% | +0.8% |
| 30D | +3.4% | +8.1% | -4.7% | +1.3% |
| 3M | +7.0% | +2.2% | +4.8% | +5.9% |
| 6M | +34.6% | +35.1% | -0.5% | +23.6% |
| YTD | +34.0% | +15.8% | +18.1% | +27.1% |
| 1Y | +35.9% | +25.8% | +10.1% | +26.1% |
| 3Y | +85.5% | +156.2% | -70.8% | +34.9% |
| 5Y | +87.8% | -2.4% | +90.1% | +63.8% |
| All | +195.2% | -6.5% | +201.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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