+1,209.8%
MET vs RF
+282.9%
+926.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +1.2% | +1.3% | -0.2% | +0.5% |
| 30D | +1.4% | -3.6% | +5.0% | +3.2% |
| 3M | +17.7% | +8.1% | +9.6% | +13.2% |
| 6M | +35.0% | +11.5% | +23.5% | +27.8% |
| YTD | +26.3% | +15.6% | +10.7% | +17.4% |
| 1Y | +22.8% | +15.7% | +7.1% | +14.0% |
| 3Y | +65.9% | +86.9% | -21.0% | +20.0% |
| 5Y | +85.4% | +89.8% | -4.5% | +30.9% |
| 10Y | +253.7% | +344.7% | -91.0% | +64.8% |
| All | +1,209.8% | +282.9% | +926.9% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling