+170.0%
MET vs MGY
+210.4%
-40.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.6% |
| 30D | +0.5% | +5.3% | -4.8% | -1.3% |
| 3M | +11.6% | +2.6% | +9.0% | +9.9% |
| 6M | +40.8% | -3.3% | +44.1% | +40.0% |
| YTD | +25.7% | +29.2% | -3.6% | +13.6% |
| 1Y | +24.4% | +18.0% | +6.3% | +15.3% |
| 3Y | +67.5% | +30.0% | +37.5% | +47.7% |
| 5Y | +85.8% | +92.7% | -6.9% | +35.8% |
| All | +170.0% | +210.4% | -40.3% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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