+241.6%
MET vs PH
+795.7%
-554.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.7% |
| 30D | -1.4% | -10.3% | +8.9% | +5.5% |
| 3M | +12.5% | +5.1% | +7.5% | +8.2% |
| 6M | +37.1% | +2.3% | +34.8% | +33.1% |
| YTD | +23.8% | +8.7% | +15.1% | +15.2% |
| 1Y | +24.1% | +26.8% | -2.6% | +3.7% |
| 3Y | +65.2% | +139.2% | -74.0% | -13.3% |
| 5Y | +82.3% | +251.1% | -168.8% | -29.3% |
| 10Y | +241.6% | +812.6% | -571.0% | -34.7% |
| All | +241.6% | +795.7% | -554.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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