+1,181.4%
MET vs MTB
+938.9%
+242.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | +1.1% | +2.8% | -1.6% | -0.9% |
| 30D | -2.3% | -4.2% | +1.9% | +0.9% |
| 3M | +13.9% | +7.8% | +6.1% | +7.2% |
| 6M | +34.8% | +14.8% | +20.0% | +20.7% |
| YTD | +23.5% | +20.8% | +2.8% | +6.3% |
| 1Y | +23.4% | +23.1% | +0.3% | +4.3% |
| 3Y | +64.9% | +114.8% | -50.0% | -12.2% |
| 5Y | +82.0% | +103.3% | -21.2% | -6.1% |
| 10Y | +244.4% | +173.0% | +71.4% | +31.2% |
| All | +1,181.4% | +938.9% | +242.4% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling