+243.8%
MET vs MXL
+313.4%
-69.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | -0.6% |
| 7D | -0.5% | +18.9% | -19.3% | -2.9% |
| 30D | +0.5% | +0.3% | +0.2% | -0.1% |
| 3M | +11.6% | -8.0% | +19.6% | +8.6% |
| 6M | +40.8% | +341.2% | -300.5% | -1.8% |
| YTD | +25.7% | +327.8% | -302.2% | -12.3% |
| 1Y | +24.4% | +364.9% | -340.5% | -15.6% |
| 3Y | +67.5% | +229.2% | -161.8% | +8.9% |
| 5Y | +85.8% | +42.8% | +43.0% | +35.0% |
| All | +243.8% | +313.4% | -69.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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