+243.8%
MET vs OMC
+34.2%
+209.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.7% |
| 7D | -0.5% | -4.4% | +3.9% | +2.0% |
| 30D | +0.5% | -7.6% | +8.1% | +4.8% |
| 3M | +11.6% | +4.5% | +7.1% | +7.6% |
| 6M | +40.8% | -0.3% | +41.0% | +39.0% |
| YTD | +25.7% | -0.1% | +25.8% | +21.7% |
| 1Y | +24.4% | +4.6% | +19.7% | +16.1% |
| 3Y | +67.5% | +10.5% | +57.0% | +46.0% |
| 5Y | +85.8% | +31.7% | +54.1% | +35.0% |
| All | +243.8% | +34.2% | +209.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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