+192.2%
MET vs RF
+219.4%
-27.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | +2.1% | +0.4% | +1.8% | +1.9% |
| 30D | +1.8% | +5.6% | -3.7% | -1.6% |
| 3M | +6.0% | -8.9% | +14.9% | +12.4% |
| 6M | +31.1% | +7.1% | +24.0% | +25.0% |
| YTD | +32.6% | +8.3% | +24.2% | +25.1% |
| 1Y | +30.5% | +16.8% | +13.6% | +17.2% |
| 3Y | +83.6% | +115.0% | -31.5% | +8.7% |
| 5Y | +84.2% | +46.4% | +37.8% | +34.3% |
| All | +192.2% | +219.4% | -27.3% | +24.7% |
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