+82.0%
MET vs M
+24.8%
+57.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.7% |
| 7D | +1.1% | +2.4% | -1.2% | +0.7% |
| 30D | -2.3% | -11.6% | +9.3% | -0.1% |
| 3M | +13.9% | +1.6% | +12.3% | +13.1% |
| 6M | +34.8% | +25.2% | +9.6% | +28.4% |
| YTD | +23.5% | +3.8% | +19.8% | +21.6% |
| 1Y | +23.4% | +36.3% | -12.9% | +15.1% |
| 3Y | +64.9% | +116.3% | -51.5% | +34.0% |
| 5Y | +82.0% | +28.2% | +53.9% | +56.6% |
| All | +82.0% | +24.8% | +57.2% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling