+209.9%
MET vs RF
+277.2%
-67.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.1% |
| 7D | +1.3% | -0.1% | +1.5% | +1.4% |
| 30D | +4.0% | +7.0% | -3.0% | -0.4% |
| 3M | +4.6% | -7.0% | +11.6% | +9.5% |
| 6M | +32.8% | +6.8% | +26.0% | +26.8% |
| YTD | +32.3% | +9.9% | +22.4% | +23.7% |
| 1Y | +37.1% | +21.1% | +16.0% | +20.5% |
| 3Y | +86.8% | +119.6% | -32.8% | +9.3% |
| 5Y | +87.4% | +46.2% | +41.2% | +36.9% |
| 10Y | +209.9% | +261.5% | -51.6% | +23.3% |
| All | +209.9% | +277.2% | -67.3% | +23.3% |
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