+1,209.8%
MET vs OMC
+239.6%
+970.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | 0.0% |
| 7D | +1.2% | -6.4% | +7.6% | +5.3% |
| 30D | +1.4% | +1.1% | +0.3% | +0.3% |
| 3M | +17.7% | +10.4% | +7.3% | +9.1% |
| 6M | +35.0% | -1.7% | +36.7% | +34.2% |
| YTD | +26.3% | +4.4% | +21.8% | +18.1% |
| 1Y | +22.8% | +8.4% | +14.4% | +10.9% |
| 3Y | +65.9% | +14.4% | +51.5% | +40.0% |
| 5Y | +85.4% | +33.9% | +51.5% | +33.8% |
| 10Y | +253.7% | +34.9% | +218.9% | +145.2% |
| All | +1,209.8% | +239.6% | +970.2% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling