+93.7%
MET vs PL
+45.6%
+48.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.8% | +5.6% | -3.9% | +1.3% |
| 30D | +4.8% | -16.9% | +21.7% | +5.8% |
| 3M | +6.2% | -38.2% | +44.4% | +9.3% |
| 6M | +33.8% | -63.4% | +97.3% | +41.6% |
| YTD | +33.3% | -27.6% | +60.9% | +31.4% |
| 1Y | +36.3% | +6.6% | +29.8% | +29.1% |
| 3Y | +84.6% | +557.6% | -473.0% | +39.4% |
| 5Y | +87.7% | +39.5% | +48.2% | +49.1% |
| All | +93.7% | +45.6% | +48.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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