+1,285.4%
MET vs OMC
+265.3%
+1,020.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | +4.5% | +1.9% | +2.6% | +3.2% |
| 30D | +3.5% | +12.2% | -8.7% | -4.1% |
| 3M | +5.9% | +0.6% | +5.3% | +4.8% |
| 6M | +33.1% | +21.0% | +12.1% | +15.6% |
| YTD | +33.6% | +12.4% | +21.2% | +18.7% |
| 1Y | +32.7% | +25.4% | +7.3% | +9.2% |
| 3Y | +85.0% | +29.2% | +55.9% | +43.8% |
| 5Y | +85.6% | +52.6% | +33.0% | +22.4% |
| 10Y | +198.8% | +53.6% | +145.2% | +89.8% |
| All | +1,285.4% | +265.3% | +1,020.1% | +375.3% |
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