+242.5%
MET vs QID
-99.1%
+341.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.9% |
| 7D | -2.5% | +2.7% | -5.2% | -1.6% |
| 30D | 0.0% | +3.3% | -3.3% | +1.1% |
| 3M | +13.1% | -5.5% | +18.6% | +11.4% |
| 6M | +39.0% | -28.4% | +67.4% | +25.6% |
| YTD | +25.2% | -26.6% | +51.8% | +14.6% |
| 1Y | +25.6% | -34.1% | +59.8% | +11.4% |
| 3Y | +67.1% | -73.7% | +140.8% | +16.4% |
| 5Y | +85.1% | -80.7% | +165.8% | +30.6% |
| All | +242.5% | -99.1% | +341.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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