+87.4%
MET vs PR
+219.1%
-131.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.7% |
| 7D | +1.3% | -12.4% | +13.7% | +3.8% |
| 30D | +4.0% | -6.6% | +10.6% | +5.1% |
| 3M | +4.6% | +7.5% | -2.9% | +2.5% |
| 6M | +32.8% | +10.8% | +22.0% | +28.8% |
| YTD | +32.3% | +57.0% | -24.7% | +18.3% |
| 1Y | +37.1% | +67.9% | -30.8% | +20.7% |
| 3Y | +86.8% | +87.6% | -0.8% | +57.9% |
| 5Y | +87.4% | +220.4% | -133.0% | +37.4% |
| All | +87.4% | +219.1% | -131.8% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling