+198.0%
MET vs P
+691.2%
-493.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.8% | -13.3% | +15.1% | +4.0% |
| 30D | +4.8% | -34.0% | +38.8% | +11.8% |
| 3M | +6.2% | +4.1% | +2.1% | +3.4% |
| 6M | +33.8% | +30.5% | +3.3% | +22.7% |
| YTD | +33.3% | +52.2% | -18.9% | +17.3% |
| 1Y | +36.3% | +10.3% | +26.1% | +26.1% |
| 3Y | +84.6% | +180.9% | -96.3% | +27.7% |
| 5Y | +87.7% | +259.7% | -172.1% | +16.9% |
| 10Y | +198.0% | +652.6% | -454.7% | +43.3% |
| All | +198.0% | +691.2% | -493.2% | +43.3% |
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