+86.4%
MET vs MLM
+41.9%
+44.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | +1.4% | -6.8% | +8.2% | +4.0% |
| 3M | +17.7% | -11.2% | +28.9% | +22.3% |
| 6M | +35.0% | -21.8% | +56.8% | +47.4% |
| YTD | +26.3% | -17.0% | +43.3% | +33.6% |
| 1Y | +22.8% | -16.4% | +39.2% | +29.4% |
| 3Y | +65.9% | +14.5% | +51.5% | +50.8% |
| All | +86.4% | +41.9% | +44.5% | +51.4% |
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