+1,274.9%
MET vs MTB
+857.6%
+417.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.8% | +0.8% | +1.0% | +1.2% |
| 3M | +6.0% | -12.8% | +18.8% | +17.5% |
| 6M | +31.1% | +6.7% | +24.4% | +24.2% |
| YTD | +32.6% | +11.3% | +21.2% | +21.2% |
| 1Y | +30.5% | +20.2% | +10.3% | +12.4% |
| 3Y | +83.6% | +103.8% | -20.2% | +2.2% |
| 5Y | +84.2% | +60.9% | +23.3% | +14.7% |
| 10Y | +196.6% | +115.0% | +81.6% | +36.4% |
| All | +1,274.9% | +857.6% | +417.3% | +161.4% |
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