+85.7%
MET vs MLM
+25.7%
+60.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +4.5% | -0.9% | +5.3% | +4.8% |
| 30D | +3.5% | +9.0% | -5.5% | +0.1% |
| 3M | +5.9% | -5.6% | +11.5% | +8.1% |
| 6M | +33.1% | -10.7% | +43.7% | +37.6% |
| YTD | +33.6% | -17.2% | +50.7% | +41.4% |
| 1Y | +32.7% | -14.2% | +46.9% | +38.2% |
| 3Y | +85.0% | +15.6% | +69.4% | +66.8% |
| All | +85.7% | +25.7% | +60.0% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling