+82.7%
MET vs MXL
+40.1%
+42.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | -0.2% |
| 7D | -0.5% | +18.9% | -19.3% | -2.0% |
| 30D | +0.5% | +0.3% | +0.2% | +0.1% |
| 3M | +11.6% | -8.0% | +19.6% | +9.7% |
| 6M | +40.8% | +341.2% | -300.5% | +10.1% |
| YTD | +25.7% | +327.8% | -302.2% | -1.7% |
| 1Y | +24.4% | +364.9% | -340.5% | -4.6% |
| 3Y | +67.5% | +229.2% | -161.8% | +24.2% |
| All | +82.7% | +40.1% | +42.7% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling