+244.4%
MET vs RL
+304.3%
-60.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.7% |
| 7D | +1.1% | +1.9% | -0.7% | +0.3% |
| 30D | -2.3% | -12.2% | +9.9% | +2.9% |
| 3M | +13.9% | -6.6% | +20.5% | +16.4% |
| 6M | +34.8% | +3.2% | +31.6% | +30.9% |
| YTD | +23.5% | -1.3% | +24.8% | +22.0% |
| 1Y | +23.4% | +13.6% | +9.8% | +14.3% |
| 3Y | +64.9% | +210.9% | -146.0% | -6.4% |
| 5Y | +82.0% | +246.9% | -164.8% | -6.8% |
| 10Y | +244.4% | +310.1% | -65.7% | +48.6% |
| All | +244.4% | +304.3% | -60.0% | +48.6% |
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