+194.4%
MET vs M
-7.1%
+201.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.4% |
| 7D | +4.5% | +7.0% | -2.6% | +2.7% |
| 30D | +3.5% | +8.9% | -5.4% | +1.2% |
| 3M | +5.9% | +4.5% | +1.4% | +4.3% |
| 6M | +33.1% | +36.2% | -3.1% | +21.9% |
| YTD | +33.6% | +15.1% | +18.4% | +26.9% |
| 1Y | +32.7% | +27.4% | +5.2% | +22.7% |
| 3Y | +85.0% | +160.1% | -75.1% | +34.0% |
| 5Y | +85.6% | -1.6% | +87.2% | +61.5% |
| All | +194.4% | -7.1% | +201.5% | +87.0% |
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