+384.4%
MET vs MKTX
+1,445.1%
-1,060.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -1.4% | +1.0% | -2.3% | -1.7% |
| 3M | +12.5% | +40.8% | -28.3% | -1.2% |
| 6M | +37.1% | -10.9% | +48.0% | +39.4% |
| YTD | +23.8% | -8.6% | +32.4% | +24.4% |
| 1Y | +24.1% | -11.6% | +35.7% | +25.7% |
| 3Y | +65.2% | -24.5% | +89.7% | +68.2% |
| 5Y | +82.3% | -60.7% | +143.0% | +123.0% |
| 10Y | +241.6% | +5.1% | +236.4% | +156.8% |
| All | +384.4% | +1,445.1% | -1,060.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling