+194.4%
MET vs RL
+337.1%
-142.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.2% |
| 7D | +4.5% | +2.6% | +1.9% | +3.3% |
| 30D | +3.5% | +2.9% | +0.6% | +2.2% |
| 3M | +5.9% | 0.0% | +5.9% | +5.5% |
| 6M | +33.1% | +17.1% | +16.0% | +22.8% |
| YTD | +33.6% | +10.1% | +23.4% | +25.7% |
| 1Y | +32.7% | +17.3% | +15.4% | +21.4% |
| 3Y | +85.0% | +249.3% | -164.3% | +0.2% |
| 5Y | +85.6% | +240.9% | -155.3% | -2.7% |
| All | +194.4% | +337.1% | -142.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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