+199.7%
MET vs PPL
+65.2%
+134.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.1% |
| 7D | 0.0% | -1.0% | +1.0% | +0.6% |
| 30D | +3.4% | +3.0% | +0.3% | +1.4% |
| 3M | +7.0% | +1.1% | +5.9% | +6.0% |
| 6M | +34.6% | -0.8% | +35.4% | +34.5% |
| YTD | +34.0% | +3.5% | +30.5% | +29.4% |
| 1Y | +35.9% | -0.9% | +36.8% | +34.7% |
| 3Y | +85.5% | +54.2% | +31.3% | +35.4% |
| 5Y | +87.8% | +46.3% | +41.5% | +39.5% |
| 10Y | +199.7% | +65.0% | +134.6% | +108.0% |
| All | +199.7% | +65.2% | +134.4% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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