+211.1%
MET vs REPL
+45.5%
+165.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.6% |
| 7D | +1.8% | +12.7% | -11.0% | +1.4% |
| 30D | +4.8% | +73.5% | -68.7% | +3.0% |
| 3M | +6.2% | +70.3% | -64.1% | +4.3% |
| 6M | +33.8% | +472.0% | -438.2% | +23.0% |
| YTD | +33.3% | +139.5% | -106.2% | +23.6% |
| 1Y | +36.3% | +167.3% | -130.9% | +25.7% |
| 3Y | +84.6% | +109.5% | -25.0% | +47.3% |
| 5Y | +87.7% | -29.9% | +117.6% | +64.7% |
| All | +211.1% | +45.5% | +165.6% | +111.1% |
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