+244.4%
MET vs P
+712.4%
-468.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | +1.1% | +7.8% | -6.7% | -0.3% |
| 30D | -2.3% | +12.3% | -14.6% | -5.0% |
| 3M | +13.9% | +37.1% | -23.2% | +5.8% |
| 6M | +34.8% | +66.1% | -31.3% | +19.1% |
| YTD | +23.5% | +50.9% | -27.4% | +10.3% |
| 1Y | +23.4% | +27.2% | -3.8% | +11.8% |
| 3Y | +64.9% | +158.7% | -93.8% | +17.8% |
| 5Y | +82.0% | +291.1% | -209.1% | +12.1% |
| 10Y | +244.4% | +715.0% | -470.6% | +66.7% |
| All | +244.4% | +712.4% | -468.0% | +66.7% |
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