+194.4%
MET vs MTB
+115.1%
+79.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | +4.5% | +1.5% | +2.9% | +3.4% |
| 30D | +3.5% | +2.3% | +1.2% | +1.9% |
| 3M | +5.9% | -12.1% | +18.1% | +15.6% |
| 6M | +33.1% | +9.8% | +23.3% | +24.4% |
| YTD | +33.6% | +12.0% | +21.6% | +22.9% |
| 1Y | +32.7% | +22.0% | +10.6% | +15.0% |
| 3Y | +85.0% | +107.6% | -22.6% | +8.8% |
| 5Y | +85.6% | +61.9% | +23.7% | +22.0% |
| All | +194.4% | +115.1% | +79.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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