+82.0%
MET vs PH
+252.1%
-170.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -2.3% | -10.8% | +8.5% | +3.3% |
| 3M | +13.9% | +8.5% | +5.4% | +8.6% |
| 6M | +34.8% | +3.9% | +30.9% | +30.7% |
| YTD | +23.5% | +9.4% | +14.1% | +16.4% |
| 1Y | +23.4% | +26.8% | -3.4% | +6.9% |
| 3Y | +64.9% | +140.8% | -75.9% | -1.2% |
| 5Y | +82.0% | +253.8% | -171.7% | -16.5% |
| All | +82.0% | +252.1% | -170.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling