+82.3%
MET vs OMC
+29.1%
+53.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.6% |
| 7D | -0.8% | -4.2% | +3.5% | +0.9% |
| 30D | -1.4% | -7.5% | +6.1% | +1.5% |
| 3M | +12.5% | +4.6% | +7.9% | +9.7% |
| 6M | +37.1% | -4.8% | +41.9% | +38.6% |
| YTD | +23.8% | -1.0% | +24.8% | +22.3% |
| 1Y | +24.1% | +3.8% | +20.3% | +19.4% |
| 3Y | +65.2% | +10.2% | +55.0% | +51.6% |
| 5Y | +82.3% | +29.7% | +52.5% | +39.0% |
| All | +82.3% | +29.1% | +53.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling