+243.8%
MET vs MKC
+29.9%
+213.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | +0.5% | -3.1% | +3.6% | +1.4% |
| 3M | +11.6% | +5.2% | +6.4% | +9.5% |
| 6M | +40.8% | -12.8% | +53.6% | +46.0% |
| YTD | +25.7% | -23.3% | +49.0% | +35.0% |
| 1Y | +24.4% | -24.1% | +48.5% | +33.8% |
| 3Y | +67.5% | -32.1% | +99.6% | +85.3% |
| 5Y | +85.8% | -32.8% | +118.6% | +101.2% |
| All | +243.8% | +29.9% | +213.9% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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