+1,209.8%
MET vs PH
+5,017.6%
-3,807.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | -3.1% | +4.2% | +3.2% |
| 30D | +1.4% | -3.2% | +4.7% | +3.4% |
| 3M | +17.7% | +10.6% | +7.1% | +9.1% |
| 6M | +35.0% | -2.1% | +37.1% | +34.7% |
| YTD | +26.3% | +10.2% | +16.1% | +16.2% |
| 1Y | +22.8% | +28.2% | -5.4% | +1.2% |
| 3Y | +65.9% | +134.9% | -68.9% | -12.8% |
| 5Y | +85.4% | +253.6% | -168.3% | -28.7% |
| 10Y | +253.7% | +804.7% | -551.0% | -32.0% |
| All | +1,209.8% | +5,017.6% | -3,807.8% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling