+78.9%
MET vs MLM
+23.5%
+55.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.8% |
| 7D | -1.2% | -4.1% | +3.0% | +0.4% |
| 30D | +3.2% | +8.2% | -5.0% | +0.1% |
| 3M | -1.1% | -3.6% | +2.5% | 0.0% |
| 6M | +25.0% | -15.6% | +40.6% | +32.5% |
| YTD | +27.9% | -16.4% | +44.3% | +34.9% |
| 1Y | +32.9% | -14.3% | +47.2% | +38.5% |
| 3Y | +78.8% | +19.3% | +59.5% | +59.1% |
| All | +78.9% | +23.5% | +55.4% | +51.8% |
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 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