+199.7%
MET vs PR
+72.8%
+126.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +3.4% | -4.6% | +8.0% | +3.8% |
| 3M | +7.0% | +4.7% | +2.3% | +6.1% |
| 6M | +34.6% | +12.4% | +22.2% | +32.2% |
| YTD | +34.0% | +62.9% | -28.9% | +25.6% |
| 1Y | +35.9% | +70.6% | -34.6% | +26.7% |
| 3Y | +85.5% | +90.0% | -4.5% | +69.5% |
| 5Y | +87.8% | +255.5% | -167.8% | +56.8% |
| 10Y | +199.7% | +78.7% | +121.0% | +165.3% |
| All | +199.7% | +72.8% | +126.9% | +165.3% |
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