+192.2%
MET vs P
+666.7%
-474.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.6% |
| 7D | +2.1% | +17.8% | -15.7% | -0.8% |
| 30D | +1.8% | -29.9% | +31.7% | +7.5% |
| 3M | +6.0% | -1.2% | +7.2% | +4.4% |
| 6M | +31.1% | +32.1% | -1.0% | +20.3% |
| YTD | +32.6% | +64.3% | -31.7% | +15.0% |
| 1Y | +30.5% | +24.3% | +6.2% | +18.0% |
| 3Y | +83.6% | +203.2% | -119.7% | +25.2% |
| 5Y | +84.2% | +290.4% | -206.2% | +12.9% |
| All | +192.2% | +666.7% | -474.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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