+199.7%
MET vs MOD
+915.9%
-716.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | 0.0% | +8.2% | -8.2% | -1.7% |
| 30D | +3.4% | -38.2% | +41.5% | +12.7% |
| 3M | +7.0% | -46.2% | +53.2% | +19.2% |
| 6M | +34.6% | -62.5% | +97.2% | +58.5% |
| YTD | +34.0% | -20.1% | +54.1% | +29.9% |
| 1Y | +35.9% | -29.7% | +65.6% | +34.5% |
| 3Y | +85.5% | +136.2% | -50.7% | +21.8% |
| 5Y | +87.8% | +820.4% | -732.6% | -20.1% |
| 10Y | +199.7% | +839.8% | -640.1% | +6.8% |
| All | +199.7% | +915.9% | -716.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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