+85.7%
MET vs OMC
+52.4%
+33.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +4.5% | +1.9% | +2.6% | +3.7% |
| 30D | +3.5% | +12.2% | -8.7% | -1.0% |
| 3M | +5.9% | +0.6% | +5.3% | +5.4% |
| 6M | +33.1% | +21.0% | +12.1% | +22.4% |
| YTD | +33.6% | +12.4% | +21.2% | +25.6% |
| 1Y | +32.7% | +25.4% | +7.3% | +18.6% |
| 3Y | +85.0% | +29.2% | +55.9% | +59.9% |
| All | +85.7% | +52.4% | +33.3% | +31.4% |
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