+94.1%
MET vs PL
+40.9%
+53.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +4.5% | +10.0% | -5.6% | +3.7% |
| 30D | +3.5% | -2.3% | +5.8% | +3.5% |
| 3M | +5.9% | -44.2% | +50.1% | +9.8% |
| 6M | +33.1% | -66.1% | +99.2% | +41.6% |
| YTD | +33.6% | -30.0% | +63.5% | +32.0% |
| 1Y | +32.7% | +21.0% | +11.6% | +24.2% |
| 3Y | +85.0% | +516.5% | -431.5% | +40.4% |
| 5Y | +85.6% | +32.0% | +53.6% | +48.0% |
| All | +94.1% | +40.9% | +53.2% | +53.5% |
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