+192.2%
MET vs PR
+83.7%
+108.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.3% |
| 7D | +2.1% | +6.7% | -4.6% | +1.4% |
| 30D | +1.8% | -6.1% | +8.0% | +2.4% |
| 3M | +6.0% | +6.9% | -0.8% | +4.9% |
| 6M | +31.1% | +14.6% | +16.5% | +28.5% |
| YTD | +32.6% | +66.1% | -33.6% | +24.0% |
| 1Y | +30.5% | +77.0% | -46.6% | +21.1% |
| 3Y | +83.6% | +93.8% | -10.3% | +67.3% |
| 5Y | +84.2% | +268.2% | -184.1% | +53.2% |
| All | +192.2% | +83.7% | +108.4% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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