+209.9%
MET vs MLM
+167.5%
+42.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.3% |
| 7D | +1.3% | -3.8% | +5.2% | +3.2% |
| 30D | +4.0% | +11.0% | -7.0% | -1.2% |
| 3M | +4.6% | -3.1% | +7.7% | +5.8% |
| 6M | +32.8% | -9.8% | +42.6% | +37.6% |
| YTD | +32.3% | -14.4% | +46.7% | +39.5% |
| 1Y | +37.1% | -12.6% | +49.7% | +43.0% |
| 3Y | +86.8% | +19.7% | +67.1% | +63.2% |
| 5Y | +87.4% | +29.8% | +57.6% | +52.4% |
| 10Y | +209.9% | +153.5% | +56.4% | +66.8% |
| All | +209.9% | +167.5% | +42.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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