+188.9%
MET vs REPL
-9.7%
+198.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -0.8% | -9.6% | +8.8% | -0.5% |
| 30D | -1.4% | +5.7% | -7.1% | -1.6% |
| 3M | +12.5% | +56.4% | -43.9% | +9.5% |
| 6M | +37.1% | +67.4% | -30.3% | +28.8% |
| YTD | +23.8% | +48.7% | -24.9% | +16.6% |
| 1Y | +24.1% | +148.3% | -124.2% | +11.2% |
| 3Y | +65.2% | -26.7% | +91.9% | +43.0% |
| 5Y | +82.3% | -54.1% | +136.4% | +61.1% |
| All | +188.9% | -9.7% | +198.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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