+82.7%
MET vs NYT
+38.8%
+44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +0.5% | +4.6% | -4.1% | -0.6% |
| 3M | +11.6% | -9.6% | +21.2% | +13.8% |
| 6M | +40.8% | -14.0% | +54.8% | +44.9% |
| YTD | +25.7% | -2.8% | +28.5% | +25.2% |
| 1Y | +24.4% | +15.6% | +8.8% | +18.4% |
| 3Y | +67.5% | +56.3% | +11.2% | +45.6% |
| All | +82.7% | +38.8% | +44.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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