+241.6%
MET vs M
-7.1%
+248.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.2% |
| 7D | -0.8% | -4.1% | +3.3% | +0.2% |
| 30D | -1.4% | -13.6% | +12.2% | +2.1% |
| 3M | +12.5% | -2.3% | +14.8% | +12.5% |
| 6M | +37.1% | +21.9% | +15.2% | +29.3% |
| YTD | +23.8% | -0.6% | +24.4% | +22.4% |
| 1Y | +24.1% | +29.7% | -5.6% | +14.3% |
| 3Y | +65.2% | +107.3% | -42.1% | +26.6% |
| 5Y | +82.3% | +20.5% | +61.8% | +47.5% |
| 10Y | +241.6% | -6.1% | +247.7% | +114.3% |
| All | +241.6% | -7.1% | +248.7% | +114.3% |
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