+1,209.8%
MET vs MLM
+1,500.2%
-290.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.7% |
| 30D | +1.4% | -6.8% | +8.2% | +5.0% |
| 3M | +17.7% | -11.2% | +28.9% | +24.0% |
| 6M | +35.0% | -21.8% | +56.8% | +51.6% |
| YTD | +26.3% | -17.0% | +43.3% | +36.3% |
| 1Y | +22.8% | -16.4% | +39.2% | +31.9% |
| 3Y | +65.9% | +14.5% | +51.5% | +47.1% |
| 5Y | +85.4% | +41.7% | +43.6% | +41.3% |
| 10Y | +253.7% | +200.0% | +53.7% | +65.1% |
| All | +1,209.8% | +1,500.2% | -290.4% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling