+82.3%
MET vs MTB
+103.4%
-21.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.8% | +1.1% | -1.8% | -1.3% |
| 30D | -1.4% | -4.6% | +3.2% | +1.3% |
| 3M | +12.5% | +6.3% | +6.3% | +8.5% |
| 6M | +37.1% | +15.6% | +21.5% | +25.9% |
| YTD | +23.8% | +20.6% | +3.2% | +11.0% |
| 1Y | +24.1% | +22.5% | +1.6% | +10.2% |
| 3Y | +65.2% | +114.4% | -49.2% | +8.2% |
| 5Y | +82.3% | +101.9% | -19.6% | +13.9% |
| All | +82.3% | +103.4% | -21.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling