+85.8%
MET vs PL
+28.1%
+57.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.4% | -11.9% | -2.2% |
| 7D | -1.2% | -6.8% | +5.7% | -0.8% |
| 30D | +3.2% | -29.3% | +32.5% | +5.4% |
| 3M | -1.1% | -44.8% | +43.7% | +2.5% |
| 6M | +25.0% | -68.4% | +93.4% | +33.5% |
| YTD | +27.9% | -36.4% | +64.2% | +27.2% |
| 1Y | +32.9% | +0.7% | +32.2% | +26.2% |
| 3Y | +78.8% | +455.3% | -376.5% | +36.6% |
| 5Y | +79.6% | +22.7% | +56.9% | +43.6% |
| All | +85.8% | +28.1% | +57.7% | +47.9% |
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