+194.4%
MET vs RF
+223.4%
-29.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | 0.0% |
| 7D | +4.5% | +1.9% | +2.5% | +3.2% |
| 30D | +3.5% | +7.3% | -3.8% | -1.0% |
| 3M | +5.9% | -7.9% | +13.9% | +11.6% |
| 6M | +33.1% | +10.5% | +22.5% | +24.3% |
| YTD | +33.6% | +9.6% | +23.9% | +25.1% |
| 1Y | +32.7% | +20.3% | +12.4% | +17.0% |
| 3Y | +85.0% | +119.5% | -34.5% | +8.1% |
| 5Y | +85.6% | +48.2% | +37.4% | +34.3% |
| All | +194.4% | +223.4% | -29.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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