+209.3%
MET vs REPL
+37.4%
+172.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | +2.1% | +9.8% | -7.7% | +1.8% |
| 30D | +1.8% | +81.5% | -79.7% | -0.1% |
| 3M | +6.0% | +44.2% | -38.2% | +4.7% |
| 6M | +31.1% | +437.4% | -406.3% | +20.7% |
| YTD | +32.6% | +126.1% | -93.6% | +23.2% |
| 1Y | +30.5% | +143.1% | -112.7% | +20.7% |
| 3Y | +83.6% | +97.8% | -14.3% | +46.7% |
| 5Y | +84.2% | -34.3% | +118.4% | +62.1% |
| All | +209.3% | +37.4% | +172.0% | +110.3% |
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